Quilter Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.17% (-6.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8619 | 8.12 | |
| 0.1365 | 3.65 | |
| 0.7103 | 12.49 | |
| -0.0305 | -1.99 |
Estimation Period:
Jun 25, 2018 to Feb 6, 2026
Jun 25, 2018 to Feb 6, 2026
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