Marex Group PLC GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
49.20%
decreased by 1.90%
1 Week
47.55%
decreased by 3.55%
1 Month
44.27%
decreased by 6.83%
Analysis last updated: Friday, June 12, 2026 at 11:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.7727 | 4.46 | |
| 0.1103 | 3.87 | |
| 0.8733 | 40.49 | |
| 4.8438 | 1.44 |
Estimation Period:
Apr 25, 2024 to Jun 12, 2026
Apr 25, 2024 to Jun 12, 2026
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