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V-Lab

Castings PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.63% (-2.36%)
Analysis last updated: Thursday, February 12, 2026 at 02:54 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Castings PLC SGARCH
paramt-stat
ω0.45067.11
α0.16226.28
β0.12681.02
γ1-0.7091-4.39
γ20.64572.58
γ30.09460.40
γ40.16770.79
γ5-0.6204-3.86
γ61.06066.95
γ7-1.1338-7.63
γ80.67594.85
γ9-0.1008-0.65
γ10-0.3933-1.40
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts