Cheviot Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.80% (+0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8876 | 7.90 | |
| 0.2143 | 3.91 | |
| 0.3014 | 3.09 | |
| 0.0901 | 0.62 | |
| -0.1550 | -0.67 | |
| 0.4441 | 2.37 | |
| -0.7560 | -4.09 | |
| 0.5683 | 3.37 | |
| -0.2495 | -1.47 | |
| -0.0494 | -0.23 | |
| 0.2182 | 1.17 | |
| -0.1186 | -1.11 |
Estimation Period:
Sep 29, 2008 to Feb 6, 2026
Sep 29, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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