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V-Lab

Marechale Capital PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.22% (-1.54%)
Analysis last updated: Sunday, February 8, 2026 at 04:09 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Marechale Capital PLC SGARCH
paramt-stat
ω2.04482.24
α0.13343.33
β0.60886.16
γ10.47210.24
γ2-0.3060-0.12
γ30.05230.04
γ4-0.9257-0.70
γ52.15181.29
γ6-3.7161-2.32
γ74.48483.00
γ8-3.6859-2.64
γ92.67352.18
γ10-2.4530-1.08
Estimation Period:
Mar 24, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts