Vesuvius PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.60% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0741 | 17.21 | |
| 0.7884 | 112.15 | |
| 0.0797 | 14.63 | |
| 0.0244 | 4.59 | |
| 0.0207 | 6.88 | |
| 0.9756 | 274.50 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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