Defence Holdings PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:94.07% (+10.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6326 | 3.63 | |
| 0.2489 | 2.45 | |
| 0.1931 | 1.33 | |
| 2.5908 | 1.27 | |
| -2.5183 | -0.87 | |
| -1.9157 | -1.02 | |
| 3.3446 | 1.66 | |
| -0.6789 | -0.26 | |
| -3.3585 | -0.96 | |
| 5.8010 | 1.62 | |
| -9.9503 | -2.37 |
Estimation Period:
Oct 2, 2020 to Feb 6, 2026
Oct 2, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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