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Paragon Banking Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.66% (-5.69%)
Analysis last updated: Sunday, February 8, 2026 at 03:56 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Paragon Banking Group PLC S0GARCH
paramt-stat
ω0.43902.59
α0.16737.00
β0.755824.05
γ1-0.4874-4.50
γ20.70594.65
γ3-0.2700-3.37
γ40.03880.59
γ50.08101.53
γ6-0.1883-4.21
γ70.19133.78
γ8-0.0636-1.17
γ9-0.0218-0.38
γ100.01440.33
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts