Directa Plus Plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:92.48% (+19.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8744 | 2.69 | |
| 0.3114 | 3.23 | |
| 0.2733 | 2.48 | |
| -0.3507 | -0.32 | |
| -0.0565 | -0.04 | |
| 1.4445 | 1.94 | |
| -1.9658 | -2.62 | |
| 1.3703 | 1.91 | |
| -0.5795 | -0.98 | |
| 0.5294 | 0.78 | |
| -0.7441 | -1.16 |
Estimation Period:
May 31, 2016 to Feb 6, 2026
May 31, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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