Skip to main content
V-Lab

Vanquis Banking Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.38% (-0.28%)
Analysis last updated: Thursday, February 12, 2026 at 12:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vanquis Banking Group PLC S0GARCH
paramt-stat
ω0.47964.95
α0.14576.65
β0.669717.15
γ1-0.0598-1.40
γ20.15492.41
γ3-0.2077-4.73
γ40.18535.81
γ5-0.1268-4.59
γ60.09512.82
γ7-0.0092-0.23
γ8-0.0977-2.76
γ90.08603.39
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts