Petra Diamonds Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:78.08% (-4.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2616 | 4.34 | |
| 0.1472 | 5.64 | |
| 0.6704 | 12.33 | |
| -0.3461 | -2.34 | |
| 0.1634 | 0.84 | |
| 0.4069 | 4.35 | |
| -0.3211 | -2.96 | |
| 0.2694 | 2.07 | |
| -0.5114 | -3.93 | |
| 0.6473 | 5.40 | |
| -0.4312 | -4.59 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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