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	param	t-stat
$ω$	0.5593	3.80
$α$	0.0871	3.07
$β$	0.6711	5.60
$γ_{1}$	-4.3197	-2.92
$γ_{2}$	5.7658	2.53
$γ_{3}$	-2.2210	-1.14
$γ_{4}$	0.9200	0.46
$γ_{5}$	0.8122	0.53
$γ_{6}$	-1.1027	-0.89
$γ_{7}$	-0.0209	-0.01
$γ_{8}$	-1.1488	-0.57
$γ_{9}$	2.4633	1.04
$γ_{10}$	-1.2744	-0.63

V-Lab

Caffyns PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:26.75% (-2.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Caffyns PLC Analyses