First HoldCo Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:87.48% (-15.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9425 | 4.90 | |
| 0.2173 | 7.06 | |
| 0.6834 | 18.86 | |
| -0.0926 | -0.84 | |
| 0.1711 | 1.05 | |
| -0.0913 | -0.88 | |
| -0.0882 | -0.87 | |
| 0.2989 | 2.56 | |
| -0.4607 | -2.08 |
Estimation Period:
Sep 8, 2009 to Jan 30, 2026
Sep 8, 2009 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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