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ASOS PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.49% (-1.75%)
Analysis last updated: Sunday, February 15, 2026 at 03:11 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ASOS PLC S0GARCH
paramt-stat
ω0.61612.73
α0.07264.81
β0.885240.06
γ1-0.6000-3.65
γ20.66652.72
γ30.17331.00
γ4-0.4447-3.43
γ50.33622.99
γ6-0.3523-2.18
γ70.55883.05
γ8-0.5942-3.32
γ90.30001.32
γ10-0.0172-0.10
Estimation Period:
Oct 2, 2001 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts