Celtic PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.49% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6506 | 1.61 | |
| 0.2216 | 5.22 | |
| 0.7445 | 23.65 | |
| -0.5189 | -0.50 | |
| 1.4140 | 1.04 | |
| -2.4590 | -3.86 | |
| 3.4444 | 5.57 | |
| -3.7674 | -4.78 | |
| 3.7134 | 5.56 | |
| -2.6290 | -3.69 | |
| 0.6779 | 0.92 | |
| 0.4225 | 0.68 | |
| -0.7378 | -1.07 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
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