NEO London Capital Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:224.47% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1666 | 1.62 | |
| 0.0000 | 0.00 | |
| 0.3104 | 0.37 | |
| 0.2693 | 0.09 | |
| -1.0782 | -0.26 | |
| 1.8080 | 0.84 | |
| -2.1785 | -1.19 | |
| 2.2535 | 1.26 | |
| -2.3433 | -1.21 | |
| 2.8788 | 1.57 | |
| -2.0881 | -1.14 | |
| -1.1705 | -0.55 | |
| 11.9962 | 4.02 |
Estimation Period:
Feb 9, 2017 to Jan 30, 2026
Feb 9, 2017 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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