S&U plc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.65% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0764 | 1.99 | |
| 0.1141 | 6.09 | |
| 0.7932 | 23.19 | |
| 0.0513 | 0.45 | |
| -0.0663 | -0.45 | |
| 0.0496 | 0.74 | |
| -0.1147 | -1.79 | |
| 0.1672 | 2.60 | |
| -0.1384 | -2.39 | |
| 0.0878 | 1.88 | |
| -0.0529 | -1.26 | |
| -0.0011 | -0.02 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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