M&C Saatchi plc MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.90% (+3.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.2615 | 27.54 | |
| 0.2910 | 15.97 | |
| -0.0833 | -4.18 | |
| 0.6298 | 1.39 | |
| 0.9417 | 5.33 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 9, 2004 to Feb 6, 2026
Jul 9, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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