Premier Investments Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:41.24% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0125 | 3.49 | |
| 0.0637 | 20.61 | |
| 0.9981 | 1,032.12 | |
| -0.0436 | -12.60 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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