Sovereign Trust Insurance PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:93.23% (+9.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8594 | 0.48 | |
| 0.3915 | 1.08 | |
| 0.4972 | 14.04 | |
| 27.3169 | 1.01 | |
| -8.1189 | -0.22 | |
| -92.5457 | -7.45 | |
| 185.5846 | 63.68 | |
| -196.5801 | -91.36 | |
| 111.5081 | 40.08 | |
| -31.1997 | -16.72 | |
| 4.9085 | 5.08 | |
| -1.1639 | -1.75 |
Estimation Period:
Oct 15, 2007 to Feb 13, 2026
Oct 15, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Sovereign Trust Insurance PLC Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities