Peninsula Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.79% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8550 | 3.71 | |
| 0.1011 | 5.50 | |
| 0.8167 | 27.77 | |
| -0.7727 | -2.31 | |
| 1.1043 | 2.26 | |
| -0.3914 | -1.28 | |
| 0.1937 | 0.71 | |
| -0.4086 | -1.86 | |
| 0.4938 | 2.44 | |
| -0.2764 | -1.35 | |
| 0.0534 | 0.35 |
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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