Corby Spirit And Wine Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.86% (+2.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9125 | 4.78 | |
| 0.2075 | 9.28 | |
| 0.6630 | 21.37 | |
| 0.0515 | 0.64 | |
| 0.0004 | 0.00 | |
| -0.1512 | -2.32 | |
| 0.2250 | 4.23 | |
| -0.2454 | -4.18 | |
| 0.1651 | 2.63 | |
| -0.0313 | -0.66 | |
| -0.0066 | -0.17 | |
| -0.0237 | -0.55 | |
| 0.0210 | 0.66 |
Estimation Period:
Jan 9, 1990 to Feb 6, 2026
Jan 9, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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