Prudential PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:43.07% (-3.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7293 | 4.05 | |
| 0.1049 | 8.27 | |
| 0.8454 | 58.30 | |
| 0.0964 | 1.11 | |
| -0.1495 | -1.26 | |
| -0.0361 | -0.51 | |
| 0.2958 | 4.04 | |
| -0.4132 | -5.14 | |
| 0.2834 | 3.46 | |
| -0.0854 | -1.18 | |
| 0.0891 | 1.35 | |
| -0.1633 | -2.25 | |
| 0.0385 | 0.36 |
Estimation Period:
Jan 3, 1995 to Feb 13, 2026
Jan 3, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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