CMC Markets PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.33% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4608 | 2.46 | |
| 0.0395 | 2.02 | |
| 0.2469 | 0.75 | |
| -2.8914 | -1.52 | |
| 4.4458 | 1.71 | |
| -2.2536 | -2.16 | |
| 1.1940 | 1.92 | |
| -1.3072 | -1.16 | |
| 1.6477 | 1.04 | |
| -1.7335 | -1.11 | |
| 1.7464 | 1.37 | |
| -1.5664 | -1.39 | |
| 1.5561 | 0.84 |
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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