S&U plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.08% (+0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0494 | 1.94 | |
| 0.1140 | 6.16 | |
| 0.7938 | 23.41 | |
| 0.0374 | 0.32 | |
| -0.0432 | -0.29 | |
| 0.0329 | 0.49 | |
| -0.1007 | -1.57 | |
| 0.1557 | 2.42 | |
| -0.1306 | -2.27 | |
| 0.0857 | 1.88 | |
| -0.0595 | -1.64 | |
| 0.0208 | 0.79 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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