GlobalData Plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:41.31% (-3.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5165 | 2.83 | |
| 0.2259 | 6.13 | |
| 0.4777 | 6.52 | |
| 0.1032 | 0.48 | |
| -0.3669 | -1.26 | |
| 0.6199 | 3.76 | |
| -0.6698 | -3.31 | |
| 0.4159 | 1.62 | |
| -0.0125 | -0.05 | |
| -0.1301 | -0.74 | |
| 0.0227 | 0.11 | |
| 0.1356 | 0.65 | |
| -0.2178 | -1.52 |
Estimation Period:
Jun 29, 2000 to Feb 6, 2026
Jun 29, 2000 to Feb 6, 2026
News Impact Curve
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