First HoldCo Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:84.93% (-2.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9434 | 4.88 | |
| 0.2225 | 7.16 | |
| 0.6775 | 18.81 | |
| -0.0933 | -0.84 | |
| 0.1720 | 1.06 | |
| -0.0921 | -0.89 | |
| -0.0860 | -0.85 | |
| 0.2953 | 2.56 | |
| -0.4577 | -2.07 |
Estimation Period:
Sep 8, 2009 to Feb 6, 2026
Sep 8, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other First HoldCo Plc Analyses
Other Spline-GARCH Analyses on International Equities