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FW Thorpe Plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.68% (-2.34%)
Analysis last updated: Sunday, February 8, 2026 at 03:24 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FW Thorpe Plc S0GARCH
paramt-stat
ω0.53913.27
α0.13136.04
β0.767420.42
γ1-0.0277-0.31
γ20.01940.15
γ30.02230.33
γ4-0.0636-1.41
γ50.10242.21
γ6-0.0720-1.79
γ70.02850.75
γ8-0.0180-0.55
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts