Next PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.59% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8147 | 7.01 | |
| 0.0786 | 7.35 | |
| 0.8562 | 43.19 | |
| -0.0523 | -1.47 | |
| 0.2035 | 3.66 | |
| -0.2708 | -5.55 | |
| 0.1529 | 2.76 | |
| 0.0227 | 0.40 | |
| -0.1722 | -3.24 | |
| 0.2569 | 4.00 | |
| -0.2444 | -3.11 | |
| 0.1362 | 1.84 | |
| -0.0320 | -0.70 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities