Peninsula Group Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.27% (-2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1548 | 9.09 | |
| 0.2389 | 15.79 | |
| 0.9183 | 84.73 | |
| -0.0336 | -2.20 |
Estimation Period:
Jan 29, 2013 to Feb 6, 2026
Jan 29, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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