Skip to main content
V-Lab

XPS Pensions Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:33.69% (-0.01%)
Analysis last updated: Tuesday, February 17, 2026 at 08:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of XPS Pensions Group PLC SGARCH
paramt-stat
ω0.20882.04
α0.13581.61
β0.00000.00
γ1-254.6596-2.19
γ2351.98551.97
γ3-105.0624-0.94
γ4-61.0515-0.84
γ5156.86012.96
γ6-163.0501-2.59
γ7132.10021.85
γ8-90.6480-1.42
γ961.34471.11
Estimation Period:
Sep 6, 2024 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts