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V-Lab

Rotork PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.62% (-1.07%)
Analysis last updated: Thursday, February 12, 2026 at 12:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rotork PLC S0GARCH
paramt-stat
ω0.55953.64
α0.16036.55
β0.702316.22
γ10.02940.62
γ20.00460.07
γ3-0.1023-2.40
γ40.13023.27
γ5-0.1222-3.44
γ60.09492.74
γ7-0.0382-1.03
γ8-0.0269-0.76
γ90.05362.36
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts