Next PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.79% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9097 | 7.45 | |
| 0.0778 | 7.22 | |
| 0.8533 | 41.47 | |
| -0.0422 | -1.24 | |
| 0.1923 | 3.58 | |
| -0.2708 | -5.70 | |
| 0.1571 | 2.91 | |
| 0.0156 | 0.28 | |
| -0.1638 | -3.19 | |
| 0.2487 | 4.03 | |
| -0.2367 | -3.12 | |
| 0.1285 | 1.78 | |
| -0.0262 | -0.59 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
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