GlobalData Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:56.50% (-11.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5648 | 2.89 | |
| 0.2261 | 5.95 | |
| 0.4802 | 6.48 | |
| 0.1367 | 0.64 | |
| -0.4217 | -1.44 | |
| 0.6569 | 3.96 | |
| -0.6942 | -3.40 | |
| 0.4258 | 1.65 | |
| -0.0093 | -0.04 | |
| -0.1441 | -0.81 | |
| 0.0540 | 0.26 | |
| 0.0617 | 0.28 | |
| -0.0353 | -0.16 |
Estimation Period:
Jun 29, 2000 to Jan 30, 2026
Jun 29, 2000 to Jan 30, 2026
News Impact Curve
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