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Firstgroup PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.67% (+0.50%)
Analysis last updated: Sunday, February 8, 2026 at 03:49 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Firstgroup PLC S0GARCH
paramt-stat
ω0.55355.50
α0.07186.12
β0.885842.46
γ1-0.0139-0.32
γ2-0.0756-1.14
γ30.17813.41
γ4-0.0882-1.15
γ5-0.0730-0.71
γ60.17271.90
γ7-0.1967-2.61
γ80.13612.31
Estimation Period:
Jun 15, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts