Dianomi Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.40% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6728 | 1.18 | |
| 0.1475 | 2.17 | |
| 0.6483 | 3.66 | |
| 2.5214 | 0.14 | |
| -3.8875 | -0.16 | |
| -1.3421 | -0.10 | |
| -3.9198 | -0.29 | |
| 18.5230 | 1.44 | |
| -20.5472 | -1.83 | |
| 22.0035 | 1.51 | |
| -27.1997 | -1.05 |
Estimation Period:
May 24, 2021 to Feb 6, 2026
May 24, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities