Velocity Composites Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.77% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5157 | 2.51 | |
| 0.1431 | 3.00 | |
| 0.4135 | 2.42 | |
| 0.2354 | 0.12 | |
| -1.7454 | -0.68 | |
| 2.8040 | 1.84 | |
| -3.2669 | -2.24 | |
| 4.6846 | 3.56 | |
| -5.8981 | -3.93 | |
| 5.9749 | 3.87 | |
| -3.9978 | -2.64 | |
| 1.4142 | 0.80 |
Estimation Period:
May 18, 2017 to Feb 6, 2026
May 18, 2017 to Feb 6, 2026
News Impact Curve
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