Next 15 Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:72.77% (-8.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9650 | 1.99 | |
| 0.1190 | 5.77 | |
| 0.7228 | 12.38 | |
| -0.1379 | -0.51 | |
| 0.0344 | 0.09 | |
| 0.3648 | 1.90 | |
| -0.5339 | -2.75 | |
| 0.5011 | 2.67 | |
| -0.3803 | -2.82 | |
| 0.3116 | 1.64 | |
| -0.2700 | -1.53 | |
| 0.1451 | 1.18 | |
| -0.0581 | -0.71 |
Estimation Period:
Dec 3, 1999 to Feb 6, 2026
Dec 3, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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