VPC Specialty Lending Investments PLC/Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.43% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5568 | 4.66 | |
| 0.1541 | 4.62 | |
| 0.7626 | 14.74 | |
| 0.0094 | 1.03 |
Estimation Period:
Mar 17, 2015 to Feb 6, 2026
Mar 17, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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