Victrex PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:44.53% (-3.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9479 | 3.91 | |
| 0.1026 | 6.06 | |
| 0.6939 | 12.08 | |
| -0.0073 | -0.17 | |
| -0.0072 | -0.11 | |
| 0.0715 | 1.54 | |
| -0.1232 | -3.50 | |
| 0.0880 | 2.89 | |
| -0.0104 | -0.35 | |
| -0.0225 | -0.61 | |
| 0.0615 | 1.02 |
Estimation Period:
Dec 20, 1995 to Feb 6, 2026
Dec 20, 1995 to Feb 6, 2026
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