Old Mutual Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.85% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0021 | 1.04 | |
| 0.9138 | 242.65 | |
| 0.0793 | 23.45 | |
| 0.6543 | 0.27 | |
| 0.8082 | 0.26 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 12, 1999 to Feb 6, 2026
Jul 12, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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