Costain Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.87% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5343 | 7.61 | |
| 0.1461 | 5.80 | |
| 0.6687 | 14.02 | |
| -0.2144 | -5.46 | |
| 0.3083 | 4.75 | |
| -0.1909 | -3.86 | |
| 0.2080 | 5.23 | |
| -0.1818 | -4.53 | |
| 0.0556 | 1.23 | |
| 0.1214 | 3.02 | |
| -0.2093 | -3.60 | |
| 0.1400 | 1.55 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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