Cheviot Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.78% (+1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9154 | 8.11 | |
| 0.2105 | 4.06 | |
| 0.2827 | 2.89 | |
| 0.1124 | 0.78 | |
| -0.1869 | -0.82 | |
| 0.4579 | 2.47 | |
| -0.7601 | -4.17 | |
| 0.5619 | 3.37 | |
| -0.2203 | -1.30 | |
| -0.1335 | -0.63 | |
| 0.4222 | 2.06 | |
| -0.6561 | -2.38 |
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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