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V-Lab

Treatt PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.56% (+0.12%)
Analysis last updated: Sunday, February 8, 2026 at 04:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Treatt PLC SGARCH
paramt-stat
ω0.48106.12
α0.19595.36
β0.00000.00
γ1-1.4137-5.17
γ22.17995.31
γ3-1.2994-4.53
γ41.12093.45
γ5-1.0748-2.74
γ60.88212.12
γ7-0.6301-1.67
γ80.09040.24
γ90.48041.53
γ10-0.7326-2.07
Estimation Period:
Jan 4, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts