FW Thorpe Plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.68% (-2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5391 | 3.27 | |
| 0.1313 | 6.04 | |
| 0.7674 | 20.42 | |
| -0.0277 | -0.31 | |
| 0.0194 | 0.15 | |
| 0.0223 | 0.33 | |
| -0.0636 | -1.41 | |
| 0.1024 | 2.21 | |
| -0.0720 | -1.79 | |
| 0.0285 | 0.75 | |
| -0.0180 | -0.55 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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