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V-Lab

Cheviot Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.80% (+0.92%)
Analysis last updated: Saturday, February 7, 2026 at 11:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cheviot Co Ltd S0GARCH
paramt-stat
ω1.88767.90
α0.21433.91
β0.30143.09
γ10.09010.62
γ2-0.1550-0.67
γ30.44412.37
γ4-0.7560-4.09
γ50.56833.37
γ6-0.2495-1.47
γ7-0.0494-0.23
γ80.21821.17
γ9-0.1186-1.11
Estimation Period:
Sep 29, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts