Digitalbox PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:44.97% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8540 | 4.89 | |
| 0.0656 | 3.59 | |
| 0.8603 | 17.96 | |
| 0.8987 | 2.74 | |
| -1.7909 | -3.19 | |
| 1.6995 | 3.28 | |
| -1.3979 | -2.38 | |
| 1.1268 | 1.80 | |
| -1.1204 | -2.14 | |
| 0.7774 | 1.56 | |
| -0.0932 | -0.15 | |
| -0.3803 | -0.49 | |
| 0.8623 | 0.72 |
Estimation Period:
Jan 2, 2007 to Jan 23, 2026
Jan 2, 2007 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other Digitalbox PLC Analyses
Other Spline-GARCH Analyses on International Equities