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V-Lab

Redwood Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.31% (+1.74%)
Analysis last updated: Sunday, February 8, 2026 at 04:48 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Redwood Group Ltd S0GARCH
paramt-stat
ω1.20354.60
α0.13195.75
β0.769020.71
γ10.24731.19
γ2-0.1486-0.38
γ3-0.4241-1.20
γ40.71242.39
γ5-0.6155-2.36
γ60.37971.33
γ7-0.3605-1.25
γ80.31471.63
Estimation Period:
Jun 21, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts