ITV PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.27% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9726 | 7.65 | |
| 0.1444 | 7.41 | |
| 0.7211 | 28.75 | |
| -0.1208 | -3.63 | |
| 0.2774 | 5.45 | |
| -0.1921 | -5.30 | |
| -0.0871 | -2.51 | |
| 0.2924 | 7.70 | |
| -0.3126 | -8.32 | |
| 0.2051 | 5.19 | |
| -0.0363 | -0.74 | |
| -0.0768 | -1.29 | |
| 0.1108 | 1.18 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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