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V-Lab

Reece Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.53% (+0.48%)
Analysis last updated: Friday, February 13, 2026 at 07:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Reece Ltd S0GARCH
paramt-stat
ω0.50573.64
α0.20238.43
β0.589512.87
γ1-0.3713-3.53
γ20.54883.90
γ3-0.3013-4.24
γ40.19613.20
γ5-0.1180-2.15
γ60.11542.09
γ7-0.0899-1.43
γ8-0.0018-0.03
Estimation Period:
Jan 18, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts