Savills PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.75% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.1193 | 17.70 | |
| 0.5733 | 30.09 | |
| 0.0533 | 5.81 | |
| 0.1492 | 0.83 | |
| 0.1024 | 0.86 | |
| 0.8628 | 5.34 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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