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IG Group Holdings PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.95% (-0.30%)
Analysis last updated: Thursday, February 12, 2026 at 12:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of IG Group Holdings PLC S0GARCH
paramt-stat
ω1.15957.81
α0.13114.69
β0.640011.42
γ10.33443.34
γ2-0.6607-4.13
γ30.44353.66
γ4-0.0884-0.81
γ50.04960.43
γ6-0.1488-0.99
γ7-0.0202-0.12
γ80.19071.25
γ9-0.1148-0.99
Estimation Period:
Apr 27, 2005 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts