Systems Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.26% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9993 | 6.29 | |
| 0.0627 | 6.16 | |
| 0.9097 | 35.37 | |
| 0.0007 | 0.06 |
Estimation Period:
Feb 6, 2015 to Feb 6, 2026
Feb 6, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities