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V-Lab

Focusrite Plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.14% (-5.57%)
Analysis last updated: Sunday, February 8, 2026 at 04:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Focusrite Plc S0GARCH
paramt-stat
ω0.98522.42
α0.15883.97
β0.46253.76
γ12.04161.85
γ2-2.7293-1.83
γ30.31890.38
γ41.08751.46
γ5-1.4063-1.87
γ61.41082.07
γ7-1.3398-1.92
γ80.89951.05
γ9-0.2180-0.22
γ10-0.2070-0.28
Estimation Period:
Dec 10, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts