Vesuvius PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.73% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3277 | 5.13 | |
| 0.0997 | 6.43 | |
| 0.8240 | 34.23 | |
| 0.0137 | 0.24 | |
| 0.0738 | 0.78 | |
| -0.1060 | -1.49 | |
| -0.0841 | -1.51 | |
| 0.2299 | 5.03 | |
| -0.2099 | -3.73 | |
| 0.0767 | 0.77 | |
| 0.0751 | 0.63 | |
| -0.1505 | -1.56 | |
| 0.1463 | 1.56 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vesuvius PLC Analyses
Other Spline-GARCH Analyses on International Equities