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Diploma PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.15% (-0.40%)
Analysis last updated: Sunday, February 8, 2026 at 03:31 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Diploma PLC S0GARCH
paramt-stat
ω0.84175.49
α0.08855.18
β0.736713.10
γ1-0.0606-1.18
γ20.23293.09
γ3-0.3981-6.96
γ40.36796.49
γ5-0.1210-2.48
γ6-0.1147-3.00
γ70.11883.57
γ80.00790.22
γ9-0.0600-1.44
γ100.03331.00
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts