PHSC PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:41.71% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5794 | 4.57 | |
| 0.0329 | 1.40 | |
| 0.6966 | 2.96 | |
| -5.2078 | -3.85 | |
| 6.7290 | 3.25 | |
| -0.6219 | -0.44 | |
| -1.5677 | -1.18 | |
| 0.5644 | 0.39 | |
| -0.3448 | -0.20 | |
| 1.3747 | 0.75 | |
| -2.4851 | -1.23 | |
| 3.2906 | 1.71 | |
| -2.8241 | -1.14 |
Estimation Period:
Jan 10, 2007 to Jan 30, 2026
Jan 10, 2007 to Jan 30, 2026
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