Hercules PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:52.72% (+5.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7191 | 1.98 | |
| 0.1384 | 2.44 | |
| 0.5500 | 3.60 | |
| -3.0951 | -2.06 | |
| 5.1182 | 2.49 | |
| -3.7379 | -3.10 | |
| 4.4163 | 3.05 |
Estimation Period:
Feb 4, 2022 to Feb 6, 2026
Feb 4, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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