Supreme PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.08% (-7.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5892 | 2.16 | |
| 0.2159 | 2.64 | |
| 0.3900 | 2.50 | |
| 5.3830 | 1.15 | |
| -4.1744 | -0.60 | |
| -7.5696 | -1.38 | |
| 13.7785 | 2.73 | |
| -13.0009 | -3.41 | |
| 9.0900 | 2.77 | |
| -5.2772 | -1.56 | |
| 1.1778 | 0.36 | |
| 1.7304 | 0.74 |
Estimation Period:
Feb 1, 2021 to Feb 6, 2026
Feb 1, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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