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V-Lab

dotdigital Group Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.34% (-5.83%)
Analysis last updated: Sunday, February 8, 2026 at 03:22 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of dotdigital Group Plc SGARCH
paramt-stat
ω7.13393.50
α0.15685.06
β0.45124.69
γ12.83705.14
γ2-3.8856-4.19
γ31.47372.33
γ4-0.7278-1.72
γ50.69452.00
γ6-0.7194-1.93
γ70.68471.84
γ8-0.7668-2.45
γ90.61642.53
γ10-0.3802-1.44
Estimation Period:
Sep 26, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts