Frenkel Topping Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.07% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0426 | 3.49 | |
| 0.1513 | 3.56 | |
| 0.6178 | 5.62 | |
| 0.6356 | 0.74 | |
| -0.1241 | -0.11 | |
| -0.2894 | -0.30 | |
| -0.2850 | -0.31 | |
| -0.2131 | -0.25 | |
| -0.0718 | -0.08 | |
| 1.0372 | 1.04 | |
| -1.3279 | -1.15 | |
| 1.7399 | 1.30 | |
| -4.7858 | -3.01 |
Estimation Period:
Jan 4, 2007 to Feb 6, 2026
Jan 4, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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