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V-Lab

Neochim PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:114.74% (-1.73%)
Analysis last updated: Friday, February 6, 2026 at 07:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Neochim PLC SGARCH
paramt-stat
ω1.08404.53
α0.13094.40
β0.754214.20
γ1-0.0236-0.11
γ20.02510.08
γ30.05180.22
γ4-0.0654-0.23
γ5-0.2553-0.89
γ60.86213.29
γ7-1.0784-3.68
γ80.66082.25
γ9-0.3967-1.25
γ101.16131.42
Estimation Period:
May 1, 2007 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts