Marshall Monteagle PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:83.68% (+25.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3791 | 2.62 | |
| 0.1780 | 4.18 | |
| 0.4914 | 4.81 | |
| 3.1679 | 1.13 | |
| -5.6449 | -1.50 | |
| 6.1386 | 3.74 | |
| -7.8127 | -5.40 | |
| 6.1955 | 3.61 | |
| -2.6010 | -1.21 | |
| 1.5195 | 0.57 | |
| -3.2063 | -1.18 | |
| 5.2432 | 1.58 | |
| -5.4597 | -0.65 |
Estimation Period:
Feb 23, 2011 to Dec 15, 2025
Feb 23, 2011 to Dec 15, 2025
News Impact Curve
Volatility Forecasts
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