Perennial International Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:91.08% (-2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3177 | 4.11 | |
| 0.2013 | 5.21 | |
| 0.6841 | 12.30 | |
| -0.3731 | -0.71 | |
| 1.2058 | 1.58 | |
| -1.8351 | -3.99 | |
| 1.9998 | 4.09 | |
| -2.0021 | -2.88 | |
| 2.4867 | 2.04 |
Estimation Period:
Jan 3, 2007 to Jan 30, 2026
Jan 3, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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