Old Mutual Ltd GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.86% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0389 | 17.52 | |
| 0.0558 | 26.72 | |
| 0.9342 | 412.64 |
Estimation Period:
Jul 12, 1999 to Feb 6, 2026
Jul 12, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Old Mutual Ltd Analyses
Other GARCH Analyses on International Equities