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V-Lab

McBride PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.14% (+0.05%)
Analysis last updated: Sunday, February 8, 2026 at 04:04 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of McBride PLC SGARCH
paramt-stat
ω0.54365.27
α0.17214.40
β0.32384.26
γ1-0.5486-2.29
γ20.50481.33
γ30.15300.69
γ4-0.1106-0.66
γ50.00130.01
γ60.19941.08
γ7-0.5418-2.26
γ80.70952.55
γ9-0.7654-3.04
γ100.61011.92
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts