ICG PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.48% (-2.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3256 | 3.27 | |
| 0.1409 | 7.08 | |
| 0.7707 | 25.30 | |
| -0.0037 | -0.03 | |
| 0.0051 | 0.03 | |
| -0.0765 | -0.73 | |
| 0.2473 | 3.06 | |
| -0.3645 | -4.44 | |
| 0.2437 | 3.02 | |
| -0.0321 | -0.48 | |
| 0.0028 | 0.03 | |
| -0.0619 | -0.63 | |
| 0.0523 | 0.85 |
Estimation Period:
May 31, 1994 to Feb 6, 2026
May 31, 1994 to Feb 6, 2026
News Impact Curve
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