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Johnson Matthey PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.53% (-0.37%)
Analysis last updated: Tuesday, February 17, 2026 at 11:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Johnson Matthey PLC S0GARCH
paramt-stat
ω0.91894.92
α0.07297.35
β0.868549.37
γ10.00210.05
γ20.09031.34
γ3-0.2390-5.99
γ40.25698.64
γ5-0.1526-4.66
γ60.02850.78
γ70.06531.42
γ8-0.0917-1.65
γ90.04711.07
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts