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Johnson Matthey PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:80.54% (+54.25%)
Analysis last updated: Tuesday, February 24, 2026 at 10:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Johnson Matthey PLC S0GARCH
paramt-stat
ω0.92674.96
α0.07237.33
β0.869149.48
γ10.00350.08
γ20.08861.32
γ3-0.2388-5.99
γ40.25778.72
γ5-0.1546-4.75
γ60.03070.84
γ70.06421.39
γ8-0.0925-1.66
γ90.04881.10
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts