Peninsula Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.21% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1824 | 11.88 | |
| 0.0732 | 10.46 | |
| 0.8640 | 132.51 | |
| 0.0457 | 4.25 |
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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