Old Mutual Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.03% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0578 | 8.82 | |
| 0.0517 | 10.98 | |
| 0.9346 | 176.65 |
Estimation Period:
Jun 25, 2018 to Feb 6, 2026
Jun 25, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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