Arbuthnot Banking Group PLC GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.08% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 12.68 | |
| 0.0395 | 18.97 | |
| 0.9562 | 461.04 |
Estimation Period:
Jan 2, 2007 to Feb 13, 2026
Jan 2, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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