S&U plc MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.27% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.1072 | 17.24 | |
| 0.7812 | 76.65 | |
| 0.0243 | 2.82 | |
| 1.9517 | 0.17 | |
| 0.4374 | 0.16 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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