V-Lab: Naked Wines Plc AGARCH Volatility Analysis

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V-Lab

Naked Wines Plc AGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:56.91% (-6.15%)

Analysis last updated: Saturday, February 7, 2026 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	10.2375	14.44
$α$	0.4779	11.16
$β$	0.1458	5.01
$γ$	0.2087	0.94

Estimation Period:
Aug 10, 2021 to Feb 6, 2026

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts