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V-Lab

Pets at Home Group Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.89% (-0.33%)
Analysis last updated: Thursday, February 12, 2026 at 12:44 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pets at Home Group Plc SGARCH
paramt-stat
ω0.95727.67
α0.07182.92
β0.40012.22
γ10.65842.22
γ2-0.8784-1.79
γ30.23650.55
γ40.30320.61
γ5-1.1237-2.23
γ61.49844.41
γ7-1.1464-3.75
γ80.98052.32
γ9-1.3970-1.76
Estimation Period:
Mar 11, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts