Vanquis Banking Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.67% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4579 | 4.79 | |
| 0.1470 | 6.60 | |
| 0.6665 | 16.87 | |
| -0.0768 | -1.78 | |
| 0.1831 | 2.82 | |
| -0.2290 | -5.16 | |
| 0.2044 | 6.38 | |
| -0.1435 | -5.19 | |
| 0.1089 | 3.22 | |
| -0.0210 | -0.51 | |
| -0.0839 | -1.90 | |
| 0.0566 | 0.85 |
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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