FW Thorpe Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.53% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5335 | 3.26 | |
| 0.1317 | 6.04 | |
| 0.7671 | 20.39 | |
| -0.0299 | -0.33 | |
| 0.0214 | 0.16 | |
| 0.0242 | 0.36 | |
| -0.0677 | -1.50 | |
| 0.1076 | 2.32 | |
| -0.0771 | -1.84 | |
| 0.0329 | 0.68 | |
| -0.0231 | -0.32 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other FW Thorpe Plc Analyses
Other Spline-GARCH Analyses on International Equities