Paul Merchants Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.97% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1357 | 18.19 | |
| 0.7743 | 63.44 | |
| -0.0213 | -2.15 | |
| 0.0756 | 1.51 | |
| 0.0182 | 2.44 | |
| 0.9742 | 79.35 |
Estimation Period:
Apr 22, 2015 to Feb 6, 2026
Apr 22, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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