Panther Securities PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.68% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4458 | 4.05 | |
| 0.1328 | 3.52 | |
| 0.7171 | 9.17 | |
| -3.5165 | -3.36 | |
| 4.9389 | 3.08 | |
| -1.5672 | -1.35 | |
| 0.7130 | 0.58 | |
| -2.8109 | -2.01 | |
| 3.7634 | 2.58 | |
| -1.5645 | -1.42 |
Estimation Period:
Jan 4, 2007 to Jan 23, 2026
Jan 4, 2007 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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