Northcoders Group Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.29% (+15.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2207 | 2.04 | |
| 0.1618 | 1.86 | |
| 0.3388 | 1.64 | |
| -4.3945 | -0.43 | |
| -15.4977 | -1.11 | |
| 46.9164 | 4.78 | |
| -53.9945 | -6.04 | |
| 49.8246 | 7.15 | |
| -37.6470 | -3.55 | |
| 25.1331 | 1.81 | |
| -18.1961 | -1.38 | |
| 4.1651 | 0.29 |
Estimation Period:
Jul 27, 2021 to Feb 6, 2026
Jul 27, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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