Nutex Investments Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.26% (-3.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0983 | 3.99 | |
| 0.2284 | 10.06 | |
| 0.6340 | 16.71 | |
| -0.3985 | -2.98 | |
| 0.6388 | 3.34 | |
| -0.3836 | -3.55 | |
| 0.3043 | 3.35 | |
| -0.3068 | -3.57 | |
| 0.2133 | 2.43 | |
| -0.0628 | -0.79 | |
| -0.1324 | -1.44 | |
| 0.3819 | 3.02 | |
| -0.6742 | -3.99 |
Estimation Period:
Dec 30, 1996 to Feb 6, 2026
Dec 30, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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