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TORM PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.43% (-1.03%)
Analysis last updated: Saturday, February 7, 2026 at 09:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TORM PLC S0GARCH
paramt-stat
ω0.57754.03
α0.13678.16
β0.810331.64
γ10.10351.42
γ2-0.1472-1.39
γ30.01620.29
γ40.05791.11
γ50.04640.74
γ6-0.2674-4.11
γ70.32725.88
γ8-0.1668-3.50
γ90.02770.87
Estimation Period:
May 21, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts