Diales PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.28% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8322 | 6.19 | |
| 0.2864 | 4.21 | |
| 0.1514 | 1.88 | |
| 0.5223 | 1.39 | |
| -1.2222 | -1.99 | |
| 0.9241 | 1.90 | |
| 0.0222 | 0.04 | |
| -0.7626 | -1.54 | |
| 1.1919 | 2.57 | |
| -1.1047 | -2.26 | |
| 0.4027 | 0.85 | |
| 0.2158 | 0.52 | |
| -0.2625 | -0.80 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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