XPS Pensions Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:33.69% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2088 | 2.04 | |
| 0.1358 | 1.61 | |
| 0.0000 | 0.00 | |
| -254.6596 | -2.19 | |
| 351.9855 | 1.97 | |
| -105.0624 | -0.94 | |
| -61.0515 | -0.84 | |
| 156.8601 | 2.96 | |
| -163.0501 | -2.59 | |
| 132.1002 | 1.85 | |
| -90.6480 | -1.42 | |
| 61.3447 | 1.11 |
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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