V-Lab: Naked Wines Plc GJR-GARCH Volatility Analysis

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V-Lab

Naked Wines Plc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:58.89% (-0.39%)

Analysis last updated: Saturday, February 7, 2026 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	8.89
$α$	0.3109	6.33
$β$	0.5224	14.49
$γ$	-0.0542	-1.19

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts