Phoenix Insurance PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.02% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0851 | 3.02 | |
| 0.1132 | 8.77 | |
| 0.8792 | 60.03 | |
| -0.5309 | -1.98 | |
| 0.6607 | 1.65 | |
| -0.0880 | -0.35 | |
| -0.0668 | -0.32 | |
| -0.3318 | -1.54 | |
| 1.0784 | 4.31 | |
| -1.0892 | -5.33 |
Estimation Period:
Jul 29, 2009 to Feb 5, 2026
Jul 29, 2009 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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