V-Lab: Naked Wines Plc GAS-GARCH Student T Volatility Analysis

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Naked Wines Plc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:62.08% (+1.88%)

Analysis last updated: Thursday, February 12, 2026 at 08:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	20.9946	6.21
$α$	0.1890	6.46
$β$	0.7846	22.99
$ν$	3.8900	3.77

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