Experian PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:35.03% (-2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6921 | 5.28 | |
| 0.0900 | 5.97 | |
| 0.8272 | 29.33 | |
| -0.5909 | -4.26 | |
| 0.8499 | 4.21 | |
| -0.3183 | -2.79 | |
| 0.0119 | 0.11 | |
| 0.1741 | 1.58 | |
| -0.1833 | -1.80 | |
| -0.0219 | -0.22 | |
| 0.2489 | 1.38 |
Estimation Period:
Oct 6, 2006 to Feb 20, 2026
Oct 6, 2006 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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