Braemar Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:78.43% (+30.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.1572 | 2.12 | |
| 0.3885 | 20.84 | |
| 0.6095 | 32.45 | |
| -10.4349 | -1.42 | |
| 17.5675 | 1.44 | |
| -14.4906 | -1.72 | |
| 18.6081 | 2.77 | |
| -48.7867 | -6.92 | |
| 104.3372 | 8.06 | |
| -130.6022 | -4.05 | |
| 111.6164 | 2.18 | |
| -76.6913 | -1.74 | |
| 42.1479 | 1.85 |
Estimation Period:
Aug 7, 2020 to Feb 6, 2026
Aug 7, 2020 to Feb 6, 2026
News Impact Curve
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