Jarvis Securities PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.17% (+1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4475 | 3.25 | |
| 0.2436 | 6.73 | |
| 0.6325 | 14.16 | |
| -0.0842 | -0.28 | |
| 0.0627 | 0.15 | |
| -0.0939 | -0.29 | |
| 0.5180 | 1.57 | |
| -0.8021 | -2.75 | |
| 0.8383 | 3.16 | |
| -0.6469 | -2.65 | |
| 0.1264 | 0.48 | |
| 0.1157 | 0.56 |
Estimation Period:
Jan 12, 2007 to Feb 6, 2026
Jan 12, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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