St James's Place PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.94% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6956 | 4.10 | |
| 0.1039 | 6.66 | |
| 0.8271 | 38.53 | |
| -0.0240 | -0.33 | |
| -0.0503 | -0.47 | |
| 0.1580 | 2.92 | |
| -0.1565 | -3.91 | |
| 0.1144 | 2.47 | |
| -0.0579 | -1.14 | |
| 0.1080 | 1.45 | |
| -0.2886 | -2.23 |
Estimation Period:
Aug 26, 1996 to Feb 6, 2026
Aug 26, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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