Vesuvius PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.58% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3283 | 5.05 | |
| 0.1010 | 6.46 | |
| 0.8237 | 34.44 | |
| 0.0169 | 0.29 | |
| 0.0685 | 0.72 | |
| -0.1059 | -1.48 | |
| -0.0756 | -1.35 | |
| 0.2153 | 4.69 | |
| -0.1953 | -3.53 | |
| 0.0679 | 0.69 | |
| 0.0745 | 0.64 | |
| -0.1375 | -1.60 | |
| 0.1073 | 2.22 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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