Martin Burn Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:72.22% (-3.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1759 | 26.75 | |
| 0.5408 | 23.00 | |
| -0.0979 | -13.95 | |
| 0.0762 | 0.87 | |
| 0.0485 | 1.73 | |
| 0.9455 | 30.39 |
Estimation Period:
Jul 23, 2007 to Jan 30, 2026
Jul 23, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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