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Vanquis Banking Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.67% (-0.31%)
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 SGARCH
paramt-stat
ω0.45794.79
α0.14706.60
β0.666516.87
γ1-0.0768-1.78
γ20.18312.82
γ3-0.2290-5.16
γ40.20446.38
γ5-0.1435-5.19
γ60.10893.22
γ7-0.0210-0.51
γ8-0.0839-1.90
γ90.05660.85
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts