VP plc MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:39.36% (+5.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.1703 | 16.22 | |
| 0.6048 | 35.78 | |
| 0.0121 | 1.03 | |
| 0.1478 | 0.60 | |
| 0.0755 | 0.65 | |
| 0.8902 | 5.30 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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