THG PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.45% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9007 | 4.18 | |
| 0.0605 | 2.19 | |
| 0.7602 | 5.72 | |
| 5.2767 | 2.71 | |
| -7.9970 | -2.37 | |
| 3.3931 | 1.26 | |
| -2.3515 | -1.07 | |
| 3.7442 | 1.94 | |
| -3.0762 | -2.11 | |
| 1.3607 | 1.51 |
Estimation Period:
Sep 16, 2020 to Feb 6, 2026
Sep 16, 2020 to Feb 6, 2026
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