Petra Diamonds Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:98.71% (-9.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2605 | 4.36 | |
| 0.1482 | 5.72 | |
| 0.6658 | 12.38 | |
| -0.3484 | -2.37 | |
| 0.1658 | 0.85 | |
| 0.4079 | 4.38 | |
| -0.3231 | -3.00 | |
| 0.2684 | 2.08 | |
| -0.5004 | -3.94 | |
| 0.6136 | 5.39 | |
| -0.3399 | -1.69 |
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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