Quilter plc MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.16% (+2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0203 | 5.79 | |
| 0.7681 | 65.03 | |
| 0.2023 | 17.44 | |
| 0.1291 | 0.76 | |
| 0.0131 | 0.66 | |
| 0.9576 | 16.55 |
Estimation Period:
Jun 22, 2018 to Feb 6, 2026
Jun 22, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities