Helios Underwriting PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.53% (-4.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8596 | 4.45 | |
| 0.2155 | 3.63 | |
| 0.4788 | 4.93 | |
| -6.1922 | -2.63 | |
| 8.8662 | 2.14 | |
| -3.2043 | -0.95 | |
| 1.6069 | 0.55 | |
| -3.7377 | -1.42 | |
| 5.3982 | 1.85 | |
| -4.4104 | -1.28 | |
| 2.6090 | 0.86 | |
| -1.7441 | -0.83 | |
| 1.2862 | 0.96 |
Estimation Period:
Sep 5, 2007 to Feb 6, 2026
Sep 5, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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