ICG Enterprise Trust PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.63% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7114 | 5.16 | |
| 0.1089 | 6.93 | |
| 0.8518 | 41.31 | |
| -0.1414 | -4.77 | |
| 0.2004 | 4.58 | |
| -0.0197 | -0.64 | |
| -0.1564 | -3.76 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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