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Demetra Holdings PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.08% (+0.80%)
Analysis last updated: Saturday, February 7, 2026 at 09:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Demetra Holdings PLC SGARCH
paramt-stat
ω0.95155.24
α0.15748.22
β0.723923.28
γ10.03290.48
γ2-0.0251-0.24
γ30.00720.08
γ4-0.1318-1.15
γ50.25873.07
γ6-0.2522-4.77
γ70.23583.51
γ8-0.5224-4.43
Estimation Period:
Dec 6, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts