Provati Insurance PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.55% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6866 | 2.20 | |
| 0.1350 | 6.93 | |
| 0.8557 | 52.23 | |
| -0.0984 | -0.13 | |
| 0.0734 | 0.08 | |
| 0.3013 | 0.49 | |
| -0.4934 | -0.71 | |
| 0.2919 | 0.44 | |
| 0.0212 | 0.02 | |
| -2.0225 | -1.62 | |
| 5.7717 | 4.20 | |
| -6.4525 | -3.85 | |
| 3.7644 | 1.97 |
Estimation Period:
Nov 24, 2010 to Feb 5, 2026
Nov 24, 2010 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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