Ninety One Group MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.46% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0717 | 8.88 | |
| 0.8214 | 51.57 | |
| -0.0225 | -1.95 | |
| 1.2997 | 0.04 | |
| 0.4431 | 0.04 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 16, 2020 to Feb 6, 2026
Mar 16, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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