Computer Modelling Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:47.98% (+3.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0349 | 6.61 | |
| 0.2599 | 3.51 | |
| 0.5311 | 8.48 | |
| -0.1571 | -2.68 | |
| 0.1659 | 1.75 | |
| 0.1276 | 1.18 | |
| -0.2965 | -1.83 | |
| 0.3356 | 2.00 | |
| -0.3258 | -2.09 | |
| 0.2890 | 2.04 | |
| -0.2333 | -2.65 | |
| 0.1199 | 2.56 |
Estimation Period:
Mar 18, 1997 to Feb 6, 2026
Mar 18, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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