Checkit PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.03% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5555 | 2.84 | |
| 0.2002 | 3.53 | |
| 0.2069 | 1.58 | |
| -8.1559 | -5.08 | |
| 11.6750 | 4.47 | |
| -4.6382 | -2.38 | |
| 2.9519 | 1.64 | |
| -3.8648 | -1.85 | |
| 3.0642 | 1.44 | |
| -3.0803 | -1.63 | |
| 5.3081 | 2.69 | |
| -7.8269 | -3.06 |
Estimation Period:
Sep 17, 2019 to Feb 6, 2026
Sep 17, 2019 to Feb 6, 2026
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