Plc Spa Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.72% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6050 | 2.38 | |
| 0.2295 | 3.93 | |
| 0.3613 | 3.58 | |
| 0.2250 | 1.48 | |
| -0.2001 | -1.10 | |
| -0.1093 | -1.22 | |
| 0.1995 | 1.77 | |
| -0.3813 | -3.03 | |
| 0.5598 | 5.22 | |
| -0.4507 | -4.14 | |
| 0.2018 | 1.33 |
Estimation Period:
Jul 20, 2006 to Feb 6, 2026
Jul 20, 2006 to Feb 6, 2026
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