Arbuthnot Banking Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.99% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1784 | 3.32 | |
| 0.1908 | 5.58 | |
| 0.4262 | 4.89 | |
| -1.2224 | -4.94 | |
| 1.5911 | 4.41 | |
| -0.4529 | -2.14 | |
| -0.1437 | -0.96 | |
| 0.7056 | 4.94 | |
| -0.8540 | -4.98 | |
| 0.4306 | 2.35 | |
| -0.0045 | -0.04 |
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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