Endava PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:73.02% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9291 | 4.52 | |
| 0.1060 | 2.87 | |
| 0.5882 | 4.32 | |
| -0.4917 | -0.33 | |
| 1.7803 | 0.89 | |
| -3.6195 | -2.93 | |
| 5.3287 | 3.38 | |
| -4.2205 | -2.59 | |
| 0.2453 | 0.18 | |
| 2.7932 | 1.52 | |
| -4.6000 | -1.50 | |
| 7.1964 | 2.13 | |
| -10.5072 | -2.72 |
Estimation Period:
Jul 27, 2018 to Feb 6, 2026
Jul 27, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on Depositary Receipts