Diploma PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.15% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8417 | 5.49 | |
| 0.0885 | 5.18 | |
| 0.7367 | 13.10 | |
| -0.0606 | -1.18 | |
| 0.2329 | 3.09 | |
| -0.3981 | -6.96 | |
| 0.3679 | 6.49 | |
| -0.1210 | -2.48 | |
| -0.1147 | -3.00 | |
| 0.1188 | 3.57 | |
| 0.0079 | 0.22 | |
| -0.0600 | -1.44 | |
| 0.0333 | 1.00 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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