IPDC Finance PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.23% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.9127 | 5.54 | |
| 0.2903 | 46.81 | |
| 0.7085 | 120.27 | |
| -0.1384 | -0.30 | |
| -0.0055 | -0.01 | |
| 0.3202 | 1.29 | |
| -0.3330 | -1.27 | |
| 0.2661 | 0.62 | |
| -4.3261 | -6.73 | |
| 16.1997 | 19.91 | |
| -39.9849 | -9.15 |
Estimation Period:
Oct 3, 2008 to Feb 5, 2026
Oct 3, 2008 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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