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V-Lab

Roquefort Therapeutics PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:77.50% (-9.71%)
Analysis last updated: Thursday, February 12, 2026 at 12:15 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Roquefort Therapeutics PLC SGARCH
paramt-stat
ω1.58993.02
α0.14103.19
β0.41491.68
γ12.76900.42
γ2-0.4515-0.04
γ30.49210.05
γ4-5.2683-0.80
γ57.92471.02
γ6-17.7641-1.42
γ728.33562.20
γ8-29.8695-3.12
γ923.26963.17
γ10-21.1029-2.48
Estimation Period:
Mar 23, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts