Plc Spa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.10% (-4.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5898 | 2.36 | |
| 0.2291 | 3.92 | |
| 0.3591 | 3.54 | |
| 0.2191 | 1.43 | |
| -0.1930 | -1.05 | |
| -0.1094 | -1.22 | |
| 0.1963 | 1.75 | |
| -0.3772 | -3.00 | |
| 0.5565 | 5.35 | |
| -0.4498 | -5.10 | |
| 0.2055 | 2.98 |
Estimation Period:
Jul 20, 2006 to Feb 6, 2026
Jul 20, 2006 to Feb 6, 2026
News Impact Curve
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