Demetra Holdings PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.87% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8429 | 2.53 | |
| 0.0653 | 5.46 | |
| 0.9280 | 69.87 | |
| -0.0155 | -2.16 | |
| 0.0205 | 2.35 |
Estimation Period:
Dec 6, 2000 to Feb 6, 2026
Dec 6, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Demetra Holdings PLC Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities