Aviva Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.09% (+4.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0041 | 50,040,720.00 | |
| 0.7097 | 7,096,740.00 | |
| 0.2691 | 2,690,630.00 | |
| -0.3013 | -3,013,360.00 | |
| -18.0736 | -180,735,800.00 | |
| 64.0802 | 640,802,100.00 | |
| -95.9254 | -959,253,600.00 |
Estimation Period:
Jul 14, 2000 to Feb 6, 2026
Jul 14, 2000 to Feb 6, 2026
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