Peel Hunt Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.39% (+3.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2829 | 1.75 | |
| 0.2130 | 3.95 | |
| 0.4924 | 3.90 | |
| -18.1234 | -1.72 | |
| 26.9637 | 1.76 | |
| -16.1128 | -1.94 | |
| 14.3517 | 2.67 | |
| -14.4377 | -3.75 | |
| 13.3147 | 3.27 | |
| -8.7606 | -2.12 | |
| 3.3501 | 1.05 |
Estimation Period:
Sep 29, 2021 to Feb 6, 2026
Sep 29, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Peel Hunt Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities