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V-Lab

GlobalData Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:56.50% (-11.94%)
Analysis last updated: Saturday, February 7, 2026 at 01:09 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of GlobalData Plc SGARCH
paramt-stat
ω1.56482.89
α0.22615.95
β0.48026.48
γ10.13670.64
γ2-0.4217-1.44
γ30.65693.96
γ4-0.6942-3.40
γ50.42581.65
γ6-0.0093-0.04
γ7-0.1441-0.81
γ80.05400.26
γ90.06170.28
γ10-0.0353-0.16
Estimation Period:
Jun 29, 2000 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts