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V-Lab

Focusrite Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.33% (-5.87%)
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 SGARCH
paramt-stat
ω0.99052.43
α0.15923.97
β0.46133.75
γ12.08071.88
γ2-2.7899-1.87
γ30.34840.42
γ41.08251.46
γ5-1.4165-1.88
γ61.42142.07
γ7-1.3351-1.89
γ80.86420.95
γ9-0.1188-0.10
γ10-0.4973-0.30
Estimation Period:
Dec 10, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts