WH Smith PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.24% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1507 | 17.29 | |
| 0.6208 | 37.98 | |
| -0.0103 | -0.80 | |
| 0.5374 | 0.29 | |
| 0.4671 | 0.28 | |
| 0.3948 | 0.18 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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