Paragon Banking Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.88% (-5.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4249 | 2.45 | |
| 0.1702 | 6.95 | |
| 0.7522 | 23.46 | |
| -0.5063 | -4.60 | |
| 0.7366 | 4.80 | |
| -0.2888 | -3.61 | |
| 0.0475 | 0.72 | |
| 0.0830 | 1.57 | |
| -0.1993 | -4.49 | |
| 0.2073 | 4.10 | |
| -0.0832 | -1.48 | |
| 0.0071 | 0.11 | |
| -0.0440 | -0.47 |
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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