Cohort PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.93% (-3.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4287 | 5.02 | |
| 0.2034 | 5.71 | |
| 0.1773 | 2.00 | |
| -0.2422 | -0.76 | |
| -0.2383 | -0.47 | |
| 0.8631 | 2.33 | |
| -0.4744 | -1.62 | |
| -0.0543 | -0.24 | |
| 0.4913 | 2.32 | |
| -0.4755 | -1.96 | |
| 0.0002 | 0.00 | |
| 0.2863 | 1.45 | |
| -0.2484 | -1.84 |
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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