Creighton's PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.15% (-2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3401 | 5.17 | |
| 0.2007 | 4.00 | |
| 0.4511 | 4.57 | |
| -0.1092 | -0.20 | |
| 1.3149 | 1.62 | |
| -1.8030 | -3.10 | |
| 0.4096 | 0.71 | |
| 0.9199 | 1.77 | |
| -1.4381 | -3.05 | |
| 1.2955 | 2.34 | |
| -1.1440 | -1.74 | |
| 1.0341 | 1.32 | |
| -1.6291 | -1.61 |
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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