Arbuthnot Banking Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.37% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1774 | 3.29 | |
| 0.1918 | 5.54 | |
| 0.4276 | 4.93 | |
| -1.2307 | -4.96 | |
| 1.6028 | 4.42 | |
| -0.4557 | -2.14 | |
| -0.1493 | -0.99 | |
| 0.7217 | 5.00 | |
| -0.8899 | -5.04 | |
| 0.5155 | 2.56 | |
| -0.2441 | -1.16 |
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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