Oxford Metrics PLC GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.15% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 4.82 | |
| 0.0106 | 8.42 | |
| 0.9856 | 565.79 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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