Informa PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.64% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5564 | 3.83 | |
| 0.1096 | 7.26 | |
| 0.7931 | 27.86 | |
| 0.2222 | 2.84 | |
| -0.4105 | -3.63 | |
| 0.4197 | 5.29 | |
| -0.4703 | -7.16 | |
| 0.3794 | 6.52 | |
| -0.2044 | -3.40 | |
| 0.1937 | 3.08 | |
| -0.3093 | -4.84 | |
| 0.2662 | 5.39 |
Estimation Period:
Apr 16, 1998 to Feb 6, 2026
Apr 16, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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