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V-Lab

Paragon Banking Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.88% (-5.93%)
Analysis last updated: Sunday, February 8, 2026 at 03:55 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Paragon Banking Group PLC SGARCH
paramt-stat
ω0.42492.45
α0.17026.95
β0.752223.46
γ1-0.5063-4.60
γ20.73664.80
γ3-0.2888-3.61
γ40.04750.72
γ50.08301.57
γ6-0.1993-4.49
γ70.20734.10
γ8-0.0832-1.48
γ90.00710.11
γ10-0.0440-0.47
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts