Aitken Spence Plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.71% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6338 | 4.10 | |
| 0.1945 | 6.82 | |
| 0.6451 | 14.02 | |
| 0.3033 | 3.63 | |
| -0.5321 | -4.61 | |
| 0.4400 | 5.63 | |
| -0.4017 | -4.31 | |
| 0.3218 | 3.30 | |
| -0.1376 | -1.58 | |
| 0.0581 | 0.76 | |
| -0.2024 | -2.98 | |
| 0.2317 | 4.62 |
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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