Treatt PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.56% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4810 | 6.12 | |
| 0.1959 | 5.36 | |
| 0.0000 | 0.00 | |
| -1.4137 | -5.17 | |
| 2.1799 | 5.31 | |
| -1.2994 | -4.53 | |
| 1.1209 | 3.45 | |
| -1.0748 | -2.74 | |
| 0.8821 | 2.12 | |
| -0.6301 | -1.67 | |
| 0.0904 | 0.24 | |
| 0.4804 | 1.53 | |
| -0.7326 | -2.07 |
Estimation Period:
Jan 4, 2007 to Feb 6, 2026
Jan 4, 2007 to Feb 6, 2026
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