Demetra Holdings PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.08% (+0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9515 | 5.24 | |
| 0.1574 | 8.22 | |
| 0.7239 | 23.28 | |
| 0.0329 | 0.48 | |
| -0.0251 | -0.24 | |
| 0.0072 | 0.08 | |
| -0.1318 | -1.15 | |
| 0.2587 | 3.07 | |
| -0.2522 | -4.77 | |
| 0.2358 | 3.51 | |
| -0.5224 | -4.43 |
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 Spline-GARCH Analyses on International Equities