Quilter plc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.24% (-4.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9398 | 6.78 | |
| 0.1334 | 4.53 | |
| 0.7170 | 11.92 | |
| 0.0384 | 1.02 | |
| -0.1397 | -1.86 |
Estimation Period:
Jun 22, 2018 to Feb 6, 2026
Jun 22, 2018 to Feb 6, 2026
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