Netcall PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:29.53% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0283 | 2.96 | |
| 0.1847 | 5.23 | |
| 0.5346 | 7.36 | |
| 0.0854 | 0.21 | |
| -0.4226 | -0.73 | |
| 0.4874 | 1.54 | |
| 0.0308 | 0.11 | |
| -0.4297 | -1.78 | |
| 0.7158 | 2.82 | |
| -1.0779 | -4.01 | |
| 0.9413 | 3.67 | |
| -0.5217 | -2.46 | |
| 0.5571 | 1.75 |
Estimation Period:
Jan 2, 2007 to Feb 20, 2026
Jan 2, 2007 to Feb 20, 2026
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