Whitbread PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:37.91% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6408 | 6.48 | |
| 0.1206 | 9.28 | |
| 0.7913 | 35.63 | |
| -0.1506 | -3.62 | |
| 0.2862 | 4.64 | |
| -0.2405 | -5.34 | |
| 0.1406 | 3.36 | |
| 0.0029 | 0.07 | |
| -0.1211 | -2.39 | |
| 0.1237 | 2.16 | |
| 0.0173 | 0.31 | |
| -0.1834 | -3.60 | |
| 0.3192 | 3.55 |
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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