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V-Lab

GlobalData Plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:41.31% (-3.79%)
Analysis last updated: Tuesday, February 10, 2026 at 10:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of GlobalData Plc S0GARCH
paramt-stat
ω1.51652.83
α0.22596.13
β0.47776.52
γ10.10320.48
γ2-0.3669-1.26
γ30.61993.76
γ4-0.6698-3.31
γ50.41591.62
γ6-0.0125-0.05
γ7-0.1301-0.74
γ80.02270.11
γ90.13560.65
γ10-0.2178-1.52
Estimation Period:
Jun 29, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts