Creighton's PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.16% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0547 | 7.01 | |
| 0.1960 | 4.26 | |
| 0.4657 | 4.95 | |
| 1.0493 | 7.03 | |
| -1.3145 | -5.66 | |
| 0.4262 | 2.61 | |
| -0.1821 | -1.19 | |
| -0.0602 | -0.36 | |
| 0.1335 | 1.02 |
Estimation Period:
May 2, 2007 to Feb 6, 2026
May 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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