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Drax Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.05% (-0.15%)
Analysis last updated: Sunday, February 8, 2026 at 03:52 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Drax Group PLC S0GARCH
paramt-stat
ω0.76636.45
α0.08044.12
β0.822720.89
γ1-0.0549-0.49
γ2-0.0202-0.12
γ30.16551.15
γ40.00070.00
γ5-0.3660-1.86
γ60.51962.51
γ7-0.3117-1.84
γ8-0.0259-0.18
γ90.16361.59
Estimation Period:
Dec 14, 2005 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts