VP Bank AG Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.31% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9108 | 3.80 | |
| 0.1495 | 8.31 | |
| 0.7509 | 24.58 | |
| 0.0072 | 0.13 | |
| 0.0191 | 0.24 | |
| -0.0433 | -0.86 | |
| 0.1083 | 2.95 | |
| -0.2264 | -5.85 | |
| 0.2327 | 5.17 | |
| -0.1505 | -3.81 | |
| 0.0772 | 2.33 | |
| -0.0729 | -1.20 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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