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Close Brothers Group Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.38% (+0.01%)
Analysis last updated: Saturday, February 7, 2026 at 09:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Close Brothers Group Plc SGARCH
paramt-stat
ω1.25415.99
α0.11226.91
β0.784529.67
γ1-0.0961-1.61
γ20.28983.05
γ3-0.4090-5.04
γ40.36624.91
γ5-0.2061-3.71
γ60.07651.49
γ70.02020.35
γ8-0.0497-0.64
Estimation Period:
Sep 28, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts