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V-Lab

Rank Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.67% (-1.65%)
Analysis last updated: Thursday, February 12, 2026 at 12:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rank Group PLC SGARCH
paramt-stat
ω0.72887.70
α0.13137.51
β0.723618.05
γ1-0.0121-0.43
γ20.08281.93
γ3-0.1891-5.10
γ40.22394.64
γ5-0.1677-3.10
γ60.05641.18
γ70.07512.04
γ8-0.1275-3.64
γ90.03060.48
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts