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V-Lab

Costain Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.87% (-1.09%)
Analysis last updated: Sunday, February 8, 2026 at 04:20 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Costain Group PLC SGARCH
paramt-stat
ω0.53437.61
α0.14615.80
β0.668714.02
γ1-0.2144-5.46
γ20.30834.75
γ3-0.1909-3.86
γ40.20805.23
γ5-0.1818-4.53
γ60.05561.23
γ70.12143.02
γ8-0.2093-3.60
γ90.14001.55
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts