Next PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.90% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0232 | 11.95 | |
| 0.8797 | 119.20 | |
| 0.0706 | 16.80 | |
| 0.0203 | 1.99 | |
| 0.0155 | 2.69 | |
| 0.9786 | 119.59 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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