AB Dynamics PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.34% (-4.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0539 | 5.93 | |
| 0.2827 | 3.45 | |
| 0.0645 | 0.58 | |
| -0.9204 | -1.99 | |
| 1.9350 | 2.71 | |
| -2.1395 | -2.88 |
Estimation Period:
Feb 3, 2021 to Jan 30, 2026
Feb 3, 2021 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other AB Dynamics PLC Analyses
Other Spline-GARCH Analyses on International Equities