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V-Lab

Spencers Retail Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:75.61% (+1.91%)
Analysis last updated: Thursday, February 12, 2026 at 09:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Spencers Retail Ltd SGARCH
paramt-stat
ω1.32625.00
α0.05582.72
β0.78759.44
γ13.46602.91
γ2-7.0340-3.78
γ36.99504.88
γ4-5.9128-4.52
γ53.72103.45
γ6-1.1711-1.05
γ7-0.1475-0.09
γ8-1.3974-0.91
γ95.50062.68
Estimation Period:
Jan 25, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts