ICG PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:40.91% (-3.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3209 | 3.22 | |
| 0.1422 | 7.10 | |
| 0.7684 | 25.18 | |
| -0.0159 | -0.14 | |
| 0.0288 | 0.17 | |
| -0.1017 | -0.97 | |
| 0.2768 | 3.44 | |
| -0.3955 | -4.83 | |
| 0.2704 | 3.38 | |
| -0.0506 | -0.75 | |
| 0.0131 | 0.15 | |
| -0.0637 | -0.57 | |
| 0.0406 | 0.32 |
Estimation Period:
May 31, 1994 to Feb 6, 2026
May 31, 1994 to Feb 6, 2026
News Impact Curve
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