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V-Lab

Firstgroup Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.99% (+1.21%)
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 SGARCH
paramt-stat
ω0.74133.40
α0.09994.11
β0.733611.07
γ10.20870.39
γ2-0.6878-0.85
γ30.81271.56
γ4-0.3444-0.88
γ5-0.1098-0.30
γ60.60491.84
γ7-1.3366-3.81
γ81.29463.11
γ9-0.4492-0.90
γ10-0.1218-0.16
Estimation Period:
Feb 2, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts