CEPS PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:87.71% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3804 | 2.31 | |
| 0.0000 | 0.00 | |
| 0.9106 | 8.51 | |
| 15.2259 | 1.92 | |
| -21.6292 | -1.88 | |
| 8.2530 | 1.32 | |
| -4.0663 | -0.83 | |
| 5.5205 | 1.21 | |
| -5.9914 | -1.08 | |
| 3.9472 | 0.53 | |
| -6.5965 | -0.76 | |
| 15.2698 | 2.35 | |
| -14.5880 | -4.49 |
Estimation Period:
Jan 8, 2007 to Feb 6, 2026
Jan 8, 2007 to Feb 6, 2026
News Impact Curve
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