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Colefax Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.37% (0.00%)
Analysis last updated: Saturday, February 14, 2026 at 12:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Colefax Group PLC S0GARCH
paramt-stat
ω0.76951.80
α0.00000.00
β0.85600.79
γ1-1.8767-1.44
γ22.20921.30
γ3-0.7921-0.80
γ41.56631.61
γ5-1.5999-1.98
γ60.61170.83
γ7-1.3175-1.65
γ82.92683.32
γ9-2.4159-3.12
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts