Robinson PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.00% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1945 | 5.10 | |
| 0.1265 | 3.50 | |
| 0.3903 | 2.44 | |
| -0.1430 | -0.20 | |
| 1.8007 | 1.67 | |
| -2.4565 | -3.28 | |
| 0.5768 | 0.77 | |
| 1.0195 | 1.41 | |
| -1.5055 | -2.10 | |
| 0.7668 | 1.05 | |
| -0.1706 | -0.22 | |
| 0.4804 | 0.45 | |
| 0.0666 | 0.05 |
Estimation Period:
Jan 10, 2007 to Feb 6, 2026
Jan 10, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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