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Velocity Composites Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.77% (-0.42%)
Analysis last updated: Saturday, February 14, 2026 at 01:18 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Velocity Composites Plc SGARCH
paramt-stat
ω0.51572.51
α0.14313.00
β0.41352.42
γ10.23540.12
γ2-1.7454-0.68
γ32.80401.84
γ4-3.2669-2.24
γ54.68463.56
γ6-5.8981-3.93
γ75.97493.87
γ8-3.9978-2.64
γ91.41420.80
Estimation Period:
May 18, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts