Redwood Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.84% (+2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3176 | 4.30 | |
| 0.1299 | 5.72 | |
| 0.7719 | 20.90 | |
| 0.3662 | 3.86 | |
| -0.5945 | -4.23 | |
| 0.4085 | 3.71 | |
| -0.2665 | -2.28 | |
| 0.1409 | 1.09 | |
| -0.3007 | -1.61 |
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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