Northern Bear PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:73.84% (+1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5945 | 4.58 | |
| 0.1280 | 3.32 | |
| 0.1381 | 1.08 | |
| -0.1756 | -0.55 | |
| -0.2406 | -0.49 | |
| 0.6404 | 1.80 | |
| -0.2034 | -0.70 | |
| -0.1558 | -0.48 | |
| 0.2662 | 0.80 | |
| -0.0306 | -0.10 | |
| -0.6913 | -1.50 | |
| 2.2332 | 3.51 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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