Peninsula Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.81% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8389 | 3.83 | |
| 0.1035 | 5.41 | |
| 0.8028 | 25.38 | |
| -0.7929 | -2.50 | |
| 1.1383 | 2.45 | |
| -0.4204 | -1.44 | |
| 0.2320 | 0.88 | |
| -0.4679 | -2.20 | |
| 0.5980 | 2.96 | |
| -0.4903 | -2.19 | |
| 0.5878 | 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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