First HoldCo Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:56.02% (+26.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9358 | 4.94 | |
| 0.2255 | 7.20 | |
| 0.6700 | 18.61 | |
| -0.0944 | -0.86 | |
| 0.1730 | 1.08 | |
| -0.0919 | -0.89 | |
| -0.0863 | -0.86 | |
| 0.2962 | 2.60 | |
| -0.4648 | -2.13 |
Estimation Period:
Sep 8, 2009 to Feb 13, 2026
Sep 8, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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