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V-Lab

Aitken Spence Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.55% (-0.78%)
Analysis last updated: Friday, February 13, 2026 at 10:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Aitken Spence Plc SGARCH
paramt-stat
ω2.66574.20
α0.19556.88
β0.638913.80
γ10.31703.87
γ2-0.5561-4.91
γ30.46015.95
γ4-0.4207-4.54
γ50.34093.52
γ6-0.1597-1.84
γ70.08981.15
γ8-0.2625-3.44
γ90.38684.18
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts