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V-Lab

Cheviot Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.78% (+1.36%)
Analysis last updated: Saturday, February 7, 2026 at 11:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cheviot Co Ltd SGARCH
paramt-stat
ω1.91548.11
α0.21054.06
β0.28272.89
γ10.11240.78
γ2-0.1869-0.82
γ30.45792.47
γ4-0.7601-4.17
γ50.56193.37
γ6-0.2203-1.30
γ7-0.1335-0.63
γ80.42222.06
γ9-0.6561-2.38
Estimation Period:
Sep 29, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts