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Macfarlane Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.54% (+0.94%)
Analysis last updated: Sunday, February 8, 2026 at 03:55 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Macfarlane Group PLC S0GARCH
paramt-stat
ω0.51894.94
α0.16183.63
β0.56233.62
γ1-0.6692-2.48
γ20.61341.45
γ30.23610.81
γ4-0.1376-0.49
γ5-0.2189-0.63
γ60.34221.04
γ7-0.1623-0.63
γ8-0.2852-1.22
γ90.64722.46
γ10-0.5268-2.20
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts