Peel Hunt Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.07% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9111 | 9.10 | |
| 0.1619 | 12.33 | |
| 0.5214 | 14.11 | |
| -0.3284 | -2.53 |
Estimation Period:
Sep 29, 2021 to Feb 6, 2026
Sep 29, 2021 to Feb 6, 2026
News Impact Curve
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