Colefax Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.87% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9157 | 3.64 | |
| 0.0140 | 0.86 | |
| 0.6247 | 0.98 | |
| -0.7608 | -2.02 | |
| 0.8327 | 1.43 | |
| 0.4110 | 1.03 | |
| -0.8949 | -2.67 | |
| 0.1482 | 0.40 | |
| 1.5936 | 2.37 |
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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