Investec PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.61% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8803 | 5.26 | |
| 0.0758 | 6.72 | |
| 0.8943 | 63.14 | |
| -0.0162 | -1.46 | |
| 0.0355 | 2.16 | |
| -0.0453 | -2.85 |
Estimation Period:
Jul 19, 2002 to Feb 13, 2026
Jul 19, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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