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Norcros PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.50% (-1.53%)
Analysis last updated: Sunday, February 8, 2026 at 03:16 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Norcros PLC S0GARCH
paramt-stat
ω0.52514.00
α0.11975.33
β0.62998.27
γ1-1.2943-5.08
γ21.74004.96
γ3-0.6830-3.34
γ40.49502.89
γ5-0.5652-3.53
γ60.73954.28
γ7-0.7322-3.94
γ80.38222.27
γ9-0.1654-1.09
γ100.15151.38
Estimation Period:
Jul 16, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts