Old Mutual Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.98% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1060 | 7.94 | |
| 0.0555 | 6.46 | |
| 0.9331 | 96.15 | |
| 0.0016 | 1.23 |
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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