Skip to main content
V-Lab

Compass Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:29.24% (-1.47%)
Analysis last updated: Sunday, February 22, 2026 at 12:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Compass Group PLC SGARCH
paramt-stat
ω1.12056.58
α0.09756.72
β0.805626.32
γ1-0.1154-1.91
γ20.21062.12
γ3-0.2080-1.99
γ40.20252.39
γ5-0.1289-2.06
γ60.15122.57
γ7-0.3301-4.36
γ80.50824.38
Estimation Period:
Feb 1, 2001 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts