WH Smith PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.05% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9132 | 6.65 | |
| 0.1290 | 6.74 | |
| 0.7390 | 21.96 | |
| 0.0171 | 0.31 | |
| -0.0003 | -0.00 | |
| -0.0179 | -0.22 | |
| -0.0310 | -0.57 | |
| 0.0497 | 1.37 | |
| -0.0251 | -0.73 | |
| -0.0075 | -0.19 | |
| 0.1109 | 2.25 | |
| -0.2229 | -3.66 | |
| 0.2716 | 3.24 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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