Cavendish PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.86% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1226 | 2.90 | |
| 0.2744 | 4.38 | |
| 0.3437 | 4.30 | |
| -3.7833 | -5.89 | |
| 6.1520 | 6.57 | |
| -3.5070 | -4.71 | |
| 1.2993 | 1.74 | |
| -0.0295 | -0.04 | |
| -0.6378 | -1.12 | |
| 0.8021 | 2.26 |
Estimation Period:
Mar 29, 2007 to Feb 6, 2026
Mar 29, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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