Directa Plus Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:114.57% (+16.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7452 | 3.18 | |
| 0.3361 | 2.99 | |
| 0.2969 | 2.49 | |
| -0.9292 | -1.73 | |
| 1.5410 | 1.91 | |
| -0.9546 | -1.79 | |
| 0.4948 | 1.14 | |
| -0.1822 | -0.44 | |
| 0.5269 | 0.73 |
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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