Smiths News PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.12% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5142 | 5.60 | |
| 0.1654 | 5.63 | |
| 0.5224 | 7.91 | |
| -0.6874 | -4.69 | |
| 0.8096 | 4.04 | |
| 0.0229 | 0.18 | |
| -0.4033 | -2.44 | |
| 0.6368 | 3.99 | |
| -0.6727 | -3.26 | |
| 0.3442 | 1.27 | |
| -0.0616 | -0.26 | |
| 0.1456 | 0.47 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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