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V-Lab

RIT Capital Partners PLC/Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.73% (-1.20%)
Analysis last updated: Sunday, February 8, 2026 at 03:58 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of RIT Capital Partners PLC/Fund SGARCH
paramt-stat
ω0.80764.13
α0.12619.87
β0.791740.23
γ1-0.1098-1.95
γ20.19152.54
γ3-0.1311-3.32
γ40.12773.14
γ5-0.1691-4.40
γ60.10003.00
γ70.02080.65
γ8-0.0029-0.09
γ9-0.1446-2.82
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts