Cirata PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:71.25% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9723 | 3.38 | |
| 0.1756 | 4.84 | |
| 0.5131 | 5.78 | |
| 0.9458 | 2.89 | |
| -1.0068 | -2.22 | |
| -0.4552 | -1.29 | |
| 1.0459 | 2.66 | |
| -0.9549 | -1.64 | |
| 0.6559 | 0.90 | |
| -0.0988 | -0.15 | |
| -0.3031 | -0.45 | |
| 0.0891 | 0.09 |
Estimation Period:
Jun 5, 2012 to Feb 6, 2026
Jun 5, 2012 to Feb 6, 2026
News Impact Curve
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