V-Lab: Naked Wines Plc APARCH Volatility Analysis

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V-Lab

Naked Wines Plc APARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:51.40% (+3.35%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0619	6.25
$α$	0.0698	13.59
$β$	0.9258	136.53
$γ$	0.6215	6.16
$δ$	0.5700	10.44

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts