James Halstead plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.45% (+0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9254 | 3.48 | |
| 0.1431 | 7.44 | |
| 0.6288 | 11.20 | |
| -0.0013 | -0.02 | |
| 0.1831 | 1.64 | |
| -0.3693 | -5.13 | |
| 0.2648 | 4.34 | |
| -0.0552 | -1.16 | |
| -0.0460 | -1.21 | |
| -0.0150 | -0.47 | |
| 0.0875 | 3.16 | |
| -0.0793 | -3.10 | |
| 0.0404 | 2.14 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other James Halstead plc Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities