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V-Lab

Newmark Security PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:80.69% (-0.10%)
Analysis last updated: Sunday, February 8, 2026 at 03:46 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Newmark Security PLC SGARCH
paramt-stat
ω0.93443.26
α0.15193.02
β0.25041.93
γ1-0.0335-0.09
γ20.25040.47
γ3-0.4562-0.99
γ40.33130.62
γ50.12900.23
γ6-0.7419-1.60
γ71.02893.03
γ8-1.2673-3.70
γ92.47384.75
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts