Idlc Finance PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.54% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.5680 | 4.29 | |
| 0.4530 | 118.71 | |
| 0.5464 | 144.93 | |
| -0.6303 | -1.60 | |
| 0.7291 | 1.38 | |
| -0.0507 | -0.23 | |
| -0.1481 | -0.88 | |
| 0.1420 | 0.71 | |
| -0.1054 | -0.40 | |
| 0.2610 | 0.72 | |
| -7.4674 | -15.17 | |
| 27.3164 | 36.30 | |
| -63.6156 | -14.85 |
Estimation Period:
Apr 19, 2002 to Feb 5, 2026
Apr 19, 2002 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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