Skip to main content
V-Lab

Essentra PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.11% (+0.05%)
Analysis last updated: Sunday, February 8, 2026 at 04:22 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Essentra PLC S0GARCH
paramt-stat
ω1.00478.26
α0.08504.91
β0.772217.75
γ10.63585.24
γ2-1.0826-5.21
γ30.56043.05
γ4-0.1319-0.73
γ50.29551.49
γ6-0.7713-2.87
γ70.93873.36
γ8-0.6725-3.43
γ90.28631.92
γ10-0.0664-0.60
Estimation Period:
Jun 3, 2005 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts