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J D Wetherspoon PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.71% (+1.66%)
Analysis last updated: Thursday, February 12, 2026 at 12:32 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of J D Wetherspoon PLC SGARCH
paramt-stat
ω0.63703.86
α0.13246.97
β0.760425.41
γ10.10901.16
γ2-0.1041-0.78
γ3-0.1309-1.70
γ40.29414.44
γ5-0.3162-5.12
γ60.21233.83
γ7-0.0972-1.61
γ80.13902.17
γ9-0.2468-3.56
γ100.21812.07
Estimation Period:
Oct 29, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts