Diploma PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.74% (-3.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1213 | 6.19 | |
| 0.1640 | 3.70 | |
| 0.0545 | 0.34 | |
| 2.3418 | 2.86 | |
| -4.2720 | -3.05 | |
| 3.3776 | 3.35 | |
| -2.3825 | -3.45 | |
| 1.2063 | 2.09 | |
| 0.2231 | 0.34 | |
| -1.6997 | -1.69 |
Estimation Period:
Oct 23, 2018 to Feb 6, 2026
Oct 23, 2018 to Feb 6, 2026
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