VP plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:63.35% (-14.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7209 | 3.13 | |
| 0.2050 | 6.81 | |
| 0.5933 | 11.45 | |
| -0.0943 | -0.83 | |
| 0.0603 | 0.38 | |
| 0.1475 | 1.78 | |
| -0.1978 | -3.00 | |
| 0.1526 | 2.34 | |
| -0.1658 | -2.76 | |
| 0.1666 | 3.50 | |
| -0.0745 | -1.75 | |
| 0.0038 | 0.09 | |
| -0.0080 | -0.26 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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