Neochim PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:114.74% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0840 | 4.53 | |
| 0.1309 | 4.40 | |
| 0.7542 | 14.20 | |
| -0.0236 | -0.11 | |
| 0.0251 | 0.08 | |
| 0.0518 | 0.22 | |
| -0.0654 | -0.23 | |
| -0.2553 | -0.89 | |
| 0.8621 | 3.29 | |
| -1.0784 | -3.68 | |
| 0.6608 | 2.25 | |
| -0.3967 | -1.25 | |
| 1.1613 | 1.42 |
Estimation Period:
May 1, 2007 to Jan 30, 2026
May 1, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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