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V-Lab

Treatt PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.06% (-0.76%)
Analysis last updated: Saturday, February 7, 2026 at 09:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Treatt PLC SGARCH
paramt-stat
ω0.76475.61
α0.07962.68
β0.78116.32
γ1-0.0306-0.03
γ20.19740.10
γ30.04340.02
γ4-1.2117-0.44
γ53.16251.05
γ6-5.2276-1.77
γ75.14991.90
γ8-2.6614-1.38
γ92.17081.12
γ10-6.8801-1.96
Estimation Period:
Jul 19, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts