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V-Lab

Northcoders Group Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.29% (+15.53%)
Analysis last updated: Sunday, February 8, 2026 at 03:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Northcoders Group Plc SGARCH
paramt-stat
ω0.22072.04
α0.16181.86
β0.33881.64
γ1-4.3945-0.43
γ2-15.4977-1.11
γ346.91644.78
γ4-53.9945-6.04
γ549.82467.15
γ6-37.6470-3.55
γ725.13311.81
γ8-18.1961-1.38
γ94.16510.29
Estimation Period:
Jul 27, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts