Computer Modelling Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:52.51% (+3.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9786 | 6.51 | |
| 0.2601 | 3.47 | |
| 0.5284 | 8.36 | |
| -0.1668 | -2.85 | |
| 0.1771 | 1.88 | |
| 0.1286 | 1.20 | |
| -0.3037 | -1.91 | |
| 0.3468 | 2.10 | |
| -0.3412 | -2.21 | |
| 0.3136 | 2.21 | |
| -0.2817 | -2.99 | |
| 0.2396 | 2.77 |
Estimation Period:
Mar 18, 1997 to Feb 6, 2026
Mar 18, 1997 to Feb 6, 2026
News Impact Curve
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