Paragon Banking Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.66% (-5.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4390 | 2.59 | |
| 0.1673 | 7.00 | |
| 0.7558 | 24.05 | |
| -0.4874 | -4.50 | |
| 0.7059 | 4.65 | |
| -0.2700 | -3.37 | |
| 0.0388 | 0.59 | |
| 0.0810 | 1.53 | |
| -0.1883 | -4.21 | |
| 0.1913 | 3.78 | |
| -0.0636 | -1.17 | |
| -0.0218 | -0.38 | |
| 0.0144 | 0.33 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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