Redwood Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.31% (+1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2035 | 4.60 | |
| 0.1319 | 5.75 | |
| 0.7690 | 20.71 | |
| 0.2473 | 1.19 | |
| -0.1486 | -0.38 | |
| -0.4241 | -1.20 | |
| 0.7124 | 2.39 | |
| -0.6155 | -2.36 | |
| 0.3797 | 1.33 | |
| -0.3605 | -1.25 | |
| 0.3147 | 1.63 |
Estimation Period:
Jun 21, 2011 to Feb 6, 2026
Jun 21, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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