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Sovereign Trust Insurance PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:93.23% (+9.93%)
Analysis last updated: Sunday, February 15, 2026 at 02:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sovereign Trust Insurance PLC S0GARCH
paramt-stat
ω0.85940.48
α0.39151.08
β0.497214.04
γ127.31691.01
γ2-8.1189-0.22
γ3-92.5457-7.45
γ4185.584663.68
γ5-196.5801-91.36
γ6111.508140.08
γ7-31.1997-16.72
γ84.90855.08
γ9-1.1639-1.75
Estimation Period:
Oct 15, 2007 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts