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V-Lab

Spirax Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.87% (+5.85%)
Analysis last updated: Thursday, February 12, 2026 at 12:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Spirax Group PLC SGARCH
paramt-stat
ω0.57577.30
α0.19777.90
β0.48178.63
γ1-0.0158-0.43
γ20.08351.19
γ3-0.1621-2.45
γ40.17213.59
γ5-0.1355-4.14
γ60.06892.52
γ70.00400.15
γ8-0.0059-0.22
γ9-0.0412-0.99
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts