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Hill & Smith PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.78% (-1.22%)
Analysis last updated: Tuesday, February 10, 2026 at 10:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hill & Smith PLC S0GARCH
paramt-stat
ω1.15565.06
α0.10516.13
β0.784121.39
γ10.06020.87
γ2-0.0179-0.18
γ3-0.0832-1.48
γ40.02030.38
γ50.09911.99
γ6-0.2077-4.42
γ70.23615.13
γ8-0.1309-2.39
γ90.00290.05
γ100.03330.88
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts