VP Bank AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.44% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9227 | 3.79 | |
| 0.1480 | 8.36 | |
| 0.7549 | 25.25 | |
| 0.0117 | 0.21 | |
| 0.0088 | 0.11 | |
| -0.0299 | -0.59 | |
| 0.0924 | 2.48 | |
| -0.2092 | -5.34 | |
| 0.2149 | 4.69 | |
| -0.1297 | -3.15 | |
| 0.0428 | 1.50 | |
| 0.0078 | 0.33 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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