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Nichols plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.47% (+3.25%)
Analysis last updated: Sunday, February 8, 2026 at 03:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nichols plc S0GARCH
paramt-stat
ω0.58706.08
α0.25977.98
β0.45628.22
γ1-0.0526-0.72
γ20.12251.11
γ3-0.0870-1.21
γ4-0.0283-0.47
γ50.11822.38
γ6-0.1627-3.75
γ70.14113.83
γ8-0.0133-0.40
γ9-0.1077-3.27
γ100.09233.64
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts