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V-Lab

Rotork PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.07% (-0.76%)
Analysis last updated: Sunday, February 15, 2026 at 03:54 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rotork PLC SGARCH
paramt-stat
ω0.55023.63
α0.16146.55
β0.697016.03
γ10.02060.43
γ20.02100.33
γ3-0.1180-2.78
γ40.14653.70
γ5-0.1381-3.92
γ60.10903.17
γ7-0.0507-1.35
γ8-0.0120-0.31
γ90.02220.46
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts