Litigation Capital Management Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:72.40% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1636 | 4.33 | |
| 0.1256 | 3.21 | |
| 0.4303 | 2.70 | |
| 0.5995 | 0.44 | |
| -1.5778 | -0.75 | |
| 3.1642 | 1.71 | |
| -5.7002 | -2.74 | |
| 7.4664 | 4.04 | |
| -7.3685 | -3.92 | |
| 5.6831 | 3.32 | |
| -0.9007 | -0.55 | |
| -5.2797 | -1.89 |
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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