Litigation Capital Management Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:126.56% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1571 | 4.33 | |
| 0.1221 | 3.14 | |
| 0.4261 | 2.60 | |
| 0.5796 | 0.43 | |
| -1.5493 | -0.74 | |
| 3.1395 | 1.71 | |
| -5.6723 | -2.74 | |
| 7.4845 | 4.07 | |
| -7.5412 | -4.05 | |
| 6.2220 | 3.77 | |
| -2.2062 | -1.80 | |
| -1.8333 | -1.93 |
Estimation Period:
Dec 19, 2018 to Feb 6, 2026
Dec 19, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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