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V-Lab

Premium Brands Hldgs Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.24% (+0.04%)
Analysis last updated: Saturday, February 7, 2026 at 01:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Premium Brands Hldgs Corp SGARCH
paramt-stat
ω1.31337.06
α0.13918.93
β0.769731.14
γ10.12612.52
γ2-0.2148-2.83
γ30.18003.16
γ4-0.2326-4.06
γ50.26723.92
γ6-0.1339-1.85
γ7-0.0689-0.90
γ80.14822.22
γ9-0.0607-0.75
Estimation Period:
Dec 4, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts