Skip to main content
V-Lab

Creighton's PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.15% (-2.25%)
Analysis last updated: Sunday, February 8, 2026 at 03:28 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Creighton's PLC SGARCH
paramt-stat
ω3.34015.17
α0.20074.00
β0.45114.57
γ1-0.1092-0.20
γ21.31491.62
γ3-1.8030-3.10
γ40.40960.71
γ50.91991.77
γ6-1.4381-3.05
γ71.29552.34
γ8-1.1440-1.74
γ91.03411.32
γ10-1.6291-1.61
Estimation Period:
May 2, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts