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V-Lab

WH Smith PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.05% (-0.44%)
Analysis last updated: Thursday, February 12, 2026 at 12:33 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of WH Smith PLC SGARCH
paramt-stat
ω0.91326.65
α0.12906.74
β0.739021.96
γ10.01710.31
γ2-0.0003-0.00
γ3-0.0179-0.22
γ4-0.0310-0.57
γ50.04971.37
γ6-0.0251-0.73
γ7-0.0075-0.19
γ80.11092.25
γ9-0.2229-3.66
γ100.27163.24
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts