dotdigital Group Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.34% (-5.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.1339 | 3.50 | |
| 0.1568 | 5.06 | |
| 0.4512 | 4.69 | |
| 2.8370 | 5.14 | |
| -3.8856 | -4.19 | |
| 1.4737 | 2.33 | |
| -0.7278 | -1.72 | |
| 0.6945 | 2.00 | |
| -0.7194 | -1.93 | |
| 0.6847 | 1.84 | |
| -0.7668 | -2.45 | |
| 0.6164 | 2.53 | |
| -0.3802 | -1.44 |
Estimation Period:
Sep 26, 2007 to Feb 6, 2026
Sep 26, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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