Derrimon Trading Company Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.97% (-5.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8911 | 2.67 | |
| 0.1246 | 5.06 | |
| 0.7947 | 19.23 | |
| -0.0619 | -0.12 | |
| 0.0364 | 0.05 | |
| -0.3593 | -0.87 | |
| 1.0247 | 3.28 | |
| -1.0303 | -3.29 | |
| 0.4938 | 2.18 |
Estimation Period:
Jul 21, 2015 to Feb 6, 2026
Jul 21, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Derrimon Trading Company Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities