TP ICAP Group PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.37% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.2030 | 17.80 | |
| 0.6028 | 36.68 | |
| -0.0102 | -0.81 | |
| 0.0905 | 1.95 | |
| 0.0504 | 2.34 | |
| 0.9340 | 31.75 |
Estimation Period:
Dec 13, 2006 to Feb 6, 2026
Dec 13, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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