Compass Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:29.24% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1205 | 6.58 | |
| 0.0975 | 6.72 | |
| 0.8056 | 26.32 | |
| -0.1154 | -1.91 | |
| 0.2106 | 2.12 | |
| -0.2080 | -1.99 | |
| 0.2025 | 2.39 | |
| -0.1289 | -2.06 | |
| 0.1512 | 2.57 | |
| -0.3301 | -4.36 | |
| 0.5082 | 4.38 |
Estimation Period:
Feb 1, 2001 to Feb 20, 2026
Feb 1, 2001 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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