Plc Spa MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:40.07% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.1973 | 14.04 | |
| 0.1585 | 4.59 | |
| 0.0894 | 3.80 | |
| 0.9963 | 0.38 | |
| 0.4529 | 0.40 | |
| 0.4498 | 0.32 |
Estimation Period:
Jul 20, 2006 to Feb 6, 2026
Jul 20, 2006 to Feb 6, 2026
News Impact Curve
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