Robit Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.36% (-21.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8439 | 3.33 | |
| 0.3441 | 4.80 | |
| 0.1677 | 2.35 | |
| -0.0730 | -0.17 | |
| 0.4724 | 0.71 | |
| -0.9918 | -1.96 | |
| 0.9911 | 2.43 | |
| -0.4741 | -1.63 | |
| -0.1705 | -0.41 | |
| 0.5495 | 0.72 |
Estimation Period:
May 21, 2015 to Feb 6, 2026
May 21, 2015 to Feb 6, 2026
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