Vanquis Banking Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.82% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0320 | 13.18 | |
| 0.0310 | 14.48 | |
| 0.9426 | 439.43 | |
| 0.0468 | 12.52 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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