Prudential PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.54% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9555 | 6.81 | |
| 0.0961 | 8.98 | |
| 0.8643 | 65.52 | |
| 0.0234 | 0.76 | |
| 0.0032 | 0.06 | |
| -0.0918 | -2.54 | |
| 0.1416 | 4.75 | |
| -0.1585 | -5.92 | |
| 0.1473 | 4.70 | |
| -0.0663 | -1.91 | |
| -0.0929 | -1.98 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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