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TORM PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.91% (-1.50%)
Analysis last updated: Tuesday, February 10, 2026 at 08:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TORM PLC SGARCH
paramt-stat
ω0.57894.09
α0.13628.12
β0.809331.32
γ10.11411.58
γ2-0.1648-1.57
γ30.02790.51
γ40.04950.96
γ50.05210.85
γ6-0.2690-4.20
γ70.32175.76
γ8-0.1433-2.68
γ9-0.0500-0.76
Estimation Period:
May 21, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts