Heavitree Brewery PLC/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.11% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.6327 | 1.82 | |
| 0.4109 | 1.96 | |
| 0.4872 | 4.16 | |
| 30.6063 | 1.47 | |
| -37.8565 | -1.22 | |
| 23.3813 | 0.81 | |
| -106.0050 | -3.32 | |
| 252.7059 | 12.62 | |
| -303.4563 | -21.33 | |
| 227.0227 | 8.60 | |
| -137.0643 | -4.64 | |
| 66.6093 | 3.63 |
Estimation Period:
Nov 15, 2007 to Feb 6, 2026
Nov 15, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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