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V-Lab

Peninsula Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.81% (-1.48%)
Analysis last updated: Thursday, February 12, 2026 at 09:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Peninsula Group Ltd SGARCH
paramt-stat
ω0.83893.83
α0.10355.41
β0.802825.38
γ1-0.7929-2.50
γ21.13832.45
γ3-0.4204-1.44
γ40.23200.88
γ5-0.4679-2.20
γ60.59802.96
γ7-0.4903-2.19
γ80.58782.20
Estimation Period:
Jan 29, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts