Peel Hunt Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.04% (+2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2783 | 1.79 | |
| 0.2044 | 3.73 | |
| 0.4824 | 3.54 | |
| -18.0053 | -1.73 | |
| 26.7440 | 1.76 | |
| -16.0377 | -1.95 | |
| 14.6556 | 2.76 | |
| -15.4716 | -4.09 | |
| 15.7763 | 3.91 | |
| -14.1764 | -3.26 | |
| 16.0307 | 2.04 |
Estimation Period:
Sep 29, 2021 to Feb 6, 2026
Sep 29, 2021 to Feb 6, 2026
News Impact Curve
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