Russell Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:71.45% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3642 | 3.32 | |
| 0.2570 | 3.11 | |
| 0.5959 | 7.23 | |
| 0.5200 | 2.16 | |
| -0.6457 | -1.93 | |
| -0.0162 | -0.07 | |
| 0.9392 | 2.48 |
Estimation Period:
May 3, 2018 to Feb 6, 2026
May 3, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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