Premier Investments Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:40.45% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0126 | 3.50 | |
| 0.0637 | 20.58 | |
| 0.9980 | 1,033.18 | |
| -0.0435 | -12.55 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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