Velocity Composites Plc MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:51.04% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.1371 | 11.33 | |
| 0.6637 | 16.13 | |
| -0.0472 | -3.05 | |
| 6.8930 | 0.05 | |
| 0.4741 | 0.05 | |
| 0.0816 | 0.00 |
Estimation Period:
May 18, 2017 to Feb 6, 2026
May 18, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Velocity Composites Plc Analyses
Other MF2-GARCH Analyses on International Equities