Next PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.89% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9083 | 7.42 | |
| 0.0767 | 7.25 | |
| 0.8575 | 43.05 | |
| -0.0414 | -1.19 | |
| 0.1900 | 3.48 | |
| -0.2673 | -5.53 | |
| 0.1523 | 2.77 | |
| 0.0208 | 0.37 | |
| -0.1682 | -3.21 | |
| 0.2516 | 3.98 | |
| -0.2388 | -3.08 | |
| 0.1306 | 1.79 | |
| -0.0280 | -0.62 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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