LSE Capital Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.16% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6875 | 4.16 | |
| 0.1499 | 2.42 | |
| 0.3347 | 1.02 | |
| 32.1699 | 1.13 | |
| -26.5388 | -0.56 | |
| -33.7581 | -0.94 | |
| 68.7802 | 2.22 | |
| -60.7084 | -2.23 | |
| 1.8716 | 0.07 | |
| 90.4181 | 2.47 | |
| -230.8346 | -3.07 |
Estimation Period:
May 24, 2024 to Feb 6, 2026
May 24, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other LSE Capital Limited Analyses
Other Spline-GARCH Analyses on International Equities