Vanquis Banking Group PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.52% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1243 | 16.73 | |
| 0.7087 | 72.54 | |
| 0.0184 | 1.66 | |
| 0.0022 | 1.27 | |
| 0.0083 | 4.01 | |
| 0.9914 | 414.11 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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