Mps Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.68% (-4.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6364 | 19.79 | |
| 0.1248 | 23.84 | |
| 0.8062 | 122.12 |
Estimation Period:
Mar 10, 2003 to Feb 6, 2026
Mar 10, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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