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V-Lab

VP plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:63.35% (-14.57%)
Analysis last updated: Sunday, February 15, 2026 at 03:56 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of VP plc S0GARCH
paramt-stat
ω0.72093.13
α0.20506.81
β0.593311.45
γ1-0.0943-0.83
γ20.06030.38
γ30.14751.78
γ4-0.1978-3.00
γ50.15262.34
γ6-0.1658-2.76
γ70.16663.50
γ8-0.0745-1.75
γ90.00380.09
γ10-0.0080-0.26
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts