VP plc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:44.19% (+5.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7025 | 3.06 | |
| 0.2034 | 6.80 | |
| 0.5970 | 11.68 | |
| -0.1013 | -0.89 | |
| 0.0665 | 0.41 | |
| 0.1536 | 1.85 | |
| -0.2102 | -3.18 | |
| 0.1667 | 2.55 | |
| -0.1785 | -2.94 | |
| 0.1741 | 3.60 | |
| -0.0738 | -1.64 | |
| -0.0064 | -0.13 | |
| 0.0115 | 0.18 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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