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V-Lab

ITV PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.27% (-0.60%)
Analysis last updated: Sunday, February 8, 2026 at 03:33 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ITV PLC SGARCH
paramt-stat
ω0.97267.65
α0.14447.41
β0.721128.75
γ1-0.1208-3.63
γ20.27745.45
γ3-0.1921-5.30
γ4-0.0871-2.51
γ50.29247.70
γ6-0.3126-8.32
γ70.20515.19
γ8-0.0363-0.74
γ9-0.0768-1.29
γ100.11081.18
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts