Rotork PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.34% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1594 | 26.80 | |
| 0.6186 | 50.40 | |
| 0.0752 | 6.07 | |
| 0.0019 | 1.36 | |
| 0.0145 | 5.16 | |
| 0.9854 | 335.41 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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