Premium Brands Hldgs Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.24% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3133 | 7.06 | |
| 0.1391 | 8.93 | |
| 0.7697 | 31.14 | |
| 0.1261 | 2.52 | |
| -0.2148 | -2.83 | |
| 0.1800 | 3.16 | |
| -0.2326 | -4.06 | |
| 0.2672 | 3.92 | |
| -0.1339 | -1.85 | |
| -0.0689 | -0.90 | |
| 0.1482 | 2.22 | |
| -0.0607 | -0.75 |
Estimation Period:
Dec 4, 1996 to Feb 6, 2026
Dec 4, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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