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Spencers Retail Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:58.63% (-5.62%)
Analysis last updated: Tuesday, February 10, 2026 at 09:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Spencers Retail Ltd S0GARCH
paramt-stat
ω1.30824.64
α0.07213.01
β0.782610.41
γ13.33132.63
γ2-6.8572-3.46
γ36.93114.52
γ4-5.8341-4.14
γ53.56533.08
γ6-0.9478-0.80
γ7-0.6428-0.38
γ80.09080.06
γ90.82370.87
Estimation Period:
Jan 25, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts