RM PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.63% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0736 | 10.00 | |
| 0.7862 | 64.09 | |
| 0.0801 | 7.84 | |
| 0.0431 | 1.76 | |
| 0.0057 | 1.56 | |
| 0.9894 | 168.26 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
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