Jarvis Securities PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.71% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4251 | 3.21 | |
| 0.2427 | 6.72 | |
| 0.6335 | 14.13 | |
| -0.1044 | -0.35 | |
| 0.0936 | 0.23 | |
| -0.1128 | -0.34 | |
| 0.5336 | 1.62 | |
| -0.8152 | -2.80 | |
| 0.8459 | 3.18 | |
| -0.6430 | -2.55 | |
| 0.1002 | 0.33 | |
| 0.2010 | 0.52 |
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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