Peel Hunt Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.05% (-3.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.3190 | 23.69 | |
| 0.4033 | 21.13 | |
| 0.1894 | 6.02 | |
| 6.7606 | 0.53 | |
| 0.2048 | 0.47 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 14, 2024 to Feb 6, 2026
Jun 14, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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