Next 15 Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:77.30% (-7.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9445 | 1.97 | |
| 0.1161 | 5.71 | |
| 0.7227 | 12.13 | |
| -0.1472 | -0.55 | |
| 0.0434 | 0.12 | |
| 0.3721 | 1.95 | |
| -0.5518 | -2.86 | |
| 0.5221 | 2.79 | |
| -0.3958 | -2.95 | |
| 0.3154 | 1.66 | |
| -0.2544 | -1.41 | |
| 0.0906 | 0.60 | |
| 0.1014 | 0.47 |
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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