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V-Lab

Nexteq PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.64% (-0.01%)
Analysis last updated: Sunday, February 8, 2026 at 04:12 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nexteq PLC SGARCH
paramt-stat
ω1.85034.58
α0.20624.62
β0.34282.88
γ10.62061.01
γ2-0.7250-0.75
γ30.20450.31
γ40.32570.49
γ5-1.4810-2.26
γ61.87843.32
γ7-1.1494-2.04
γ80.79991.21
γ9-1.7984-1.74
Estimation Period:
May 22, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts