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Close Brothers Group Plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.40% (+0.02%)
Analysis last updated: Saturday, February 7, 2026 at 09:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Close Brothers Group Plc S0GARCH
paramt-stat
ω1.24565.85
α0.11166.96
β0.787330.02
γ1-0.0921-1.52
γ20.28042.92
γ3-0.3980-4.86
γ40.35504.72
γ5-0.1940-3.48
γ60.05871.17
γ70.05521.07
γ8-0.1336-3.19
Estimation Period:
Sep 28, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts