Old Mutual Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.55% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0052 | 1.53 | |
| 0.8979 | 101.29 | |
| 0.0832 | 12.02 | |
| 0.7718 | 1.26 | |
| 0.7746 | 1.59 | |
| 0.0352 | 0.06 |
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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