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V-Lab

Facilities by Adf PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.02% (0.00%)
Analysis last updated: Thursday, February 12, 2026 at 12:31 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Facilities by Adf PLC S0GARCH
paramt-stat
ω0.30172.36
α0.00000.00
β0.966121.88
γ1-27.2478-3.51
γ238.67893.19
γ3-19.8230-2.76
γ414.29142.82
γ5-9.6135-1.99
γ64.43690.80
γ76.48841.28
γ8-14.8599-2.60
γ97.24790.92
γ102.41680.45
Estimation Period:
Jan 3, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts