Elementis PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.41% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7304 | 8.15 | |
| 0.1134 | 5.80 | |
| 0.7370 | 16.23 | |
| -0.0850 | -2.14 | |
| 0.1508 | 2.10 | |
| -0.0636 | -0.80 | |
| -0.0887 | -1.09 | |
| 0.2068 | 3.32 | |
| -0.2434 | -4.68 | |
| 0.1824 | 3.86 | |
| -0.0325 | -0.77 | |
| -0.0811 | -1.48 | |
| 0.0713 | 0.99 |
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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