Camellia Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.68% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2863 | 2.39 | |
| 0.1329 | 7.50 | |
| 0.7490 | 20.17 | |
| -0.0827 | -0.68 | |
| 0.1596 | 0.95 | |
| -0.1855 | -2.04 | |
| 0.2608 | 3.85 | |
| -0.3060 | -5.51 | |
| 0.2582 | 4.97 | |
| -0.1286 | -2.52 | |
| 0.0405 | 0.63 | |
| -0.0974 | -0.79 |
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Jan 8, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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