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Natwest Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.79% (-1.74%)
Analysis last updated: Sunday, February 8, 2026 at 03:58 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Natwest Group PLC SGARCH
paramt-stat
ω0.67404.39
α0.09769.54
β0.854764.52
γ1-0.1284-1.58
γ20.24492.17
γ3-0.2010-3.49
γ40.04700.93
γ50.19704.11
γ6-0.2976-6.26
γ70.15432.91
γ80.03050.58
γ9-0.0816-1.36
γ100.03800.41
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts