Pensana PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:80.75% (+6.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.1135 | 12.08 | |
| 0.6856 | 29.96 | |
| 0.0710 | 4.42 | |
| 3.4717 | 0.19 | |
| 0.0247 | 0.21 | |
| 0.8610 | 1.18 |
Estimation Period:
Jul 6, 2020 to Feb 6, 2026
Jul 6, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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