Skip to main content
V-Lab

Rank Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:55.72% (-3.05%)
Analysis last updated: Friday, February 13, 2026 at 08:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rank Group PLC SGARCH
paramt-stat
ω0.89195.69
α0.16996.68
β0.584210.46
γ1-0.5829-6.45
γ20.98296.13
γ3-0.6903-4.02
γ40.42342.42
γ5-0.1516-1.22
γ60.04610.47
γ70.05490.50
γ8-0.1849-1.68
γ90.12551.22
γ10-0.0206-0.14
Estimation Period:
Mar 21, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts