McBride PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.14% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5436 | 5.27 | |
| 0.1721 | 4.40 | |
| 0.3238 | 4.26 | |
| -0.5486 | -2.29 | |
| 0.5048 | 1.33 | |
| 0.1530 | 0.69 | |
| -0.1106 | -0.66 | |
| 0.0013 | 0.01 | |
| 0.1994 | 1.08 | |
| -0.5418 | -2.26 | |
| 0.7095 | 2.55 | |
| -0.7654 | -3.04 | |
| 0.6101 | 1.92 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
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