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V-Lab

CEPS PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:87.71% (0.00%)
Analysis last updated: Tuesday, February 10, 2026 at 10:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CEPS PLC S0GARCH
paramt-stat
ω1.38042.31
α0.00000.00
β0.91068.51
γ115.22591.92
γ2-21.6292-1.88
γ38.25301.32
γ4-4.0663-0.83
γ55.52051.21
γ6-5.9914-1.08
γ73.94720.53
γ8-6.5965-0.76
γ915.26982.35
γ10-14.5880-4.49
Estimation Period:
Jan 8, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts