BTG Consulting PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.61% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7879 | 6.41 | |
| 0.2239 | 5.83 | |
| 0.2063 | 2.48 | |
| -0.3574 | -1.86 | |
| 0.5753 | 1.90 | |
| -0.5257 | -2.42 | |
| 0.5870 | 2.89 | |
| -0.5651 | -3.06 | |
| 0.6905 | 3.58 | |
| -0.6318 | -2.78 | |
| 0.1566 | 0.72 | |
| 0.1459 | 0.93 | |
| -0.0677 | -0.68 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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