Georgia Capital PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.49% (-3.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9396 | 2.54 | |
| 0.1135 | 4.20 | |
| 0.7403 | 9.83 | |
| -0.6128 | -0.33 | |
| 3.0111 | 1.21 | |
| -5.3157 | -4.34 | |
| 5.0021 | 4.20 | |
| -3.6653 | -2.52 | |
| 2.3088 | 1.46 | |
| 0.0069 | 0.01 | |
| -1.5923 | -1.46 | |
| 0.1322 | 0.07 |
Estimation Period:
May 29, 2018 to Feb 6, 2026
May 29, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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