Robit Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:62.47% (-10.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5759 | 2.37 | |
| 0.3210 | 4.54 | |
| 0.3550 | 3.79 | |
| -1.0952 | -0.41 | |
| 2.2638 | 0.58 | |
| -3.9174 | -1.93 | |
| 5.5063 | 3.87 | |
| -4.2030 | -3.41 | |
| 2.3689 | 1.37 | |
| -1.4740 | -0.62 | |
| 0.1203 | 0.05 | |
| 1.4710 | 0.83 | |
| -1.5443 | -0.76 |
Estimation Period:
Jun 1, 2017 to Feb 6, 2026
Jun 1, 2017 to Feb 6, 2026
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