Next PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.54% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9373 | 7.57 | |
| 0.0775 | 7.19 | |
| 0.8535 | 41.36 | |
| -0.0404 | -1.18 | |
| 0.1904 | 3.54 | |
| -0.2695 | -5.64 | |
| 0.1528 | 2.82 | |
| 0.0230 | 0.42 | |
| -0.1729 | -3.34 | |
| 0.2563 | 4.07 | |
| -0.2396 | -3.11 | |
| 0.1271 | 1.76 | |
| -0.0241 | -0.55 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
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