Treatt PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.06% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7647 | 5.61 | |
| 0.0796 | 2.68 | |
| 0.7811 | 6.32 | |
| -0.0306 | -0.03 | |
| 0.1974 | 0.10 | |
| 0.0434 | 0.02 | |
| -1.2117 | -0.44 | |
| 3.1625 | 1.05 | |
| -5.2276 | -1.77 | |
| 5.1499 | 1.90 | |
| -2.6614 | -1.38 | |
| 2.1708 | 1.12 | |
| -6.8801 | -1.96 |
Estimation Period:
Jul 19, 2018 to Feb 6, 2026
Jul 19, 2018 to Feb 6, 2026
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