Samuel Heath & Sons PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:41.62% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4257 | 2.53 | |
| 0.1246 | 1.81 | |
| 0.2691 | 0.59 | |
| -13.8140 | -1.23 | |
| 11.1331 | 0.64 | |
| 6.1102 | 0.45 | |
| 0.3146 | 0.02 | |
| -36.7915 | -2.43 | |
| 86.1805 | 8.32 | |
| -90.6069 | -6.21 | |
| 53.4844 | 2.56 | |
| -14.6310 | -0.55 |
Estimation Period:
Feb 6, 2007 to Feb 6, 2026
Feb 6, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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