CMC Markets PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.16% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4583 | 2.44 | |
| 0.0396 | 2.02 | |
| 0.2483 | 0.76 | |
| -2.8563 | -1.50 | |
| 4.3640 | 1.67 | |
| -2.1604 | -2.07 | |
| 1.1082 | 1.78 | |
| -1.2369 | -1.10 | |
| 1.5832 | 1.01 | |
| -1.6400 | -1.05 | |
| 1.5617 | 1.20 | |
| -1.1795 | -1.01 | |
| 0.6286 | 0.65 |
Estimation Period:
Feb 5, 2016 to Feb 6, 2026
Feb 5, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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