V-Lab: Naked Wines Plc EGARCH Volatility Analysis

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Naked Wines Plc EGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:52.08% (-1.00%)

Analysis last updated: Wednesday, February 11, 2026 at 08:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0956	5.28
$α$	0.1336	10.34
$β$	0.9714	186.88
$γ$	-0.0624	-5.26

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts