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V-Lab

Firstgroup Plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.10% (+1.12%)
Analysis last updated: Saturday, February 7, 2026 at 10:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Firstgroup Plc S0GARCH
paramt-stat
ω0.71993.29
α0.10034.15
β0.734211.14
γ10.14760.28
γ2-0.5975-0.74
γ30.76691.46
γ4-0.3203-0.82
γ5-0.1176-0.32
γ60.60391.84
γ7-1.3394-3.86
γ81.31823.36
γ9-0.5223-1.40
γ100.09940.32
Estimation Period:
Feb 2, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts