Vgp N.V. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.95% (+3.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3144 | 4.21 | |
| 0.1958 | 6.59 | |
| 0.6869 | 16.49 | |
| 0.6101 | 3.77 | |
| -0.9172 | -3.62 | |
| 0.6341 | 3.40 | |
| -0.7245 | -4.18 | |
| 0.6502 | 3.92 | |
| -0.2087 | -1.41 | |
| -0.2649 | -1.92 | |
| 0.3318 | 3.27 |
Estimation Period:
Dec 7, 2007 to Feb 6, 2026
Dec 7, 2007 to Feb 6, 2026
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