Vanquis Banking Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.38% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4796 | 4.95 | |
| 0.1457 | 6.65 | |
| 0.6697 | 17.15 | |
| -0.0598 | -1.40 | |
| 0.1549 | 2.41 | |
| -0.2077 | -4.73 | |
| 0.1853 | 5.81 | |
| -0.1268 | -4.59 | |
| 0.0951 | 2.82 | |
| -0.0092 | -0.23 | |
| -0.0977 | -2.76 | |
| 0.0860 | 3.39 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vanquis Banking Group PLC Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities