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V-Lab

Paul Merchants Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.48% (-2.20%)
Analysis last updated: Saturday, February 7, 2026 at 10:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Paul Merchants Ltd S0GARCH
paramt-stat
ω1.27261.77
α0.12684.94
β0.752115.30
γ10.54720.40
γ2-0.6246-0.35
γ30.00950.01
γ40.62110.77
γ5-1.4587-2.07
γ61.41661.54
γ7-0.8173-0.78
γ80.95820.94
γ9-1.8001-1.72
γ101.84892.46
Estimation Period:
Apr 22, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts