Aitken Spence Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.55% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6657 | 4.20 | |
| 0.1955 | 6.88 | |
| 0.6389 | 13.80 | |
| 0.3170 | 3.87 | |
| -0.5561 | -4.91 | |
| 0.4601 | 5.95 | |
| -0.4207 | -4.54 | |
| 0.3409 | 3.52 | |
| -0.1597 | -1.84 | |
| 0.0898 | 1.15 | |
| -0.2625 | -3.44 | |
| 0.3868 | 4.18 |
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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