Bunzl PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:27.36% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6163 | 4.82 | |
| 0.0636 | 7.02 | |
| 0.8770 | 48.04 | |
| -0.0659 | -1.24 | |
| 0.1557 | 1.99 | |
| -0.1370 | -2.61 | |
| 0.0427 | 0.88 | |
| 0.0472 | 1.10 | |
| -0.0966 | -2.37 | |
| 0.0848 | 1.87 | |
| -0.0024 | -0.05 | |
| -0.0943 | -1.81 | |
| 0.1861 | 2.48 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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