Victoria plc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:66.57% (-2.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3995 | 4.21 | |
| 0.2209 | 7.09 | |
| 0.5829 | 9.62 | |
| -0.1212 | -1.48 | |
| 0.1529 | 1.13 | |
| -0.0081 | -0.08 | |
| -0.0812 | -0.94 | |
| 0.1382 | 2.03 | |
| -0.1860 | -3.27 | |
| 0.1947 | 3.77 | |
| -0.1058 | -1.92 | |
| 0.0116 | 0.13 |
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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