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AB Dynamics Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.93% (+0.54%)
Analysis last updated: Tuesday, February 10, 2026 at 11:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AB Dynamics Plc SGARCH
paramt-stat
ω1.27483.80
α0.12345.62
β0.751114.82
γ11.27312.04
γ2-2.2068-2.33
γ31.75412.86
γ4-1.2081-2.36
γ50.49130.98
γ6-0.4056-0.97
γ70.46381.17
γ80.02760.06
γ9-0.7204-1.03
Estimation Period:
May 21, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts