Spencers Retail Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:72.20% (-4.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0682 | 9.82 | |
| 0.8690 | 68.33 | |
| 0.0070 | 0.81 | |
| 6.5050 | 0.04 | |
| 0.3359 | 0.03 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 25, 2019 to Feb 6, 2026
Jan 25, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spencers Retail Ltd Analyses
Other MF2-GARCH Analyses on International Equities