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PZ Cussons PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:50.72% (+4.28%)
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 SGARCH
paramt-stat
ω0.62803.94
α0.30564.64
β0.33994.90
γ10.13871.95
γ2-0.1863-1.40
γ30.08320.67
γ4-0.0240-0.28
γ5-0.0510-0.97
γ6-0.0044-0.11
γ70.11263.03
γ8-0.1106-2.49
γ90.07271.43
γ100.00040.01
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts