XPS Pensions Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.57% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2189 | 2.07 | |
| 0.1312 | 1.58 | |
| 0.0000 | 0.00 | |
| -243.8713 | -2.05 | |
| 335.5976 | 1.86 | |
| -95.6916 | -0.86 | |
| -68.1810 | -0.95 | |
| 163.6786 | 3.09 | |
| -169.0785 | -2.72 | |
| 133.2749 | 1.90 | |
| -78.5127 | -1.24 | |
| 25.0403 | 0.66 |
Estimation Period:
Sep 6, 2024 to Feb 13, 2026
Sep 6, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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