Malvern International PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.06% (+4.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8912 | 3.38 | |
| 0.1699 | 3.05 | |
| 0.4073 | 2.75 | |
| -0.9346 | -0.84 | |
| 2.8612 | 1.46 | |
| -4.6083 | -2.74 | |
| 5.0280 | 3.76 | |
| -4.3199 | -3.32 | |
| 1.5658 | 1.23 | |
| 3.2085 | 2.49 | |
| -6.2088 | -4.65 | |
| 7.0062 | 4.15 | |
| -8.5656 | -3.57 |
Estimation Period:
Apr 30, 2007 to Jan 30, 2026
Apr 30, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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