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PZ Cussons PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.08% (+4.30%)
Analysis last updated: Thursday, February 12, 2026 at 12:31 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PZ Cussons PLC S0GARCH
paramt-stat
ω0.66613.63
α0.21183.70
β0.64777.71
γ10.12201.55
γ2-0.1601-1.11
γ30.06770.51
γ4-0.0151-0.16
γ5-0.0534-0.86
γ6-0.0054-0.11
γ70.11622.62
γ8-0.1258-2.63
γ90.11492.27
γ10-0.0975-2.41
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts