Spencers Retail Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:58.63% (-5.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3082 | 4.64 | |
| 0.0721 | 3.01 | |
| 0.7826 | 10.41 | |
| 3.3313 | 2.63 | |
| -6.8572 | -3.46 | |
| 6.9311 | 4.52 | |
| -5.8341 | -4.14 | |
| 3.5653 | 3.08 | |
| -0.9478 | -0.80 | |
| -0.6428 | -0.38 | |
| 0.0908 | 0.06 | |
| 0.8237 | 0.87 |
Estimation Period:
Jan 25, 2019 to Feb 6, 2026
Jan 25, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spencers Retail Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities