Spencers Retail Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:75.61% (+1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3262 | 5.00 | |
| 0.0558 | 2.72 | |
| 0.7875 | 9.44 | |
| 3.4660 | 2.91 | |
| -7.0340 | -3.78 | |
| 6.9950 | 4.88 | |
| -5.9128 | -4.52 | |
| 3.7210 | 3.45 | |
| -1.1711 | -1.05 | |
| -0.1475 | -0.09 | |
| -1.3974 | -0.91 | |
| 5.5006 | 2.68 |
Estimation Period:
Jan 25, 2019 to Feb 6, 2026
Jan 25, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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