Peoples Insurance PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.38% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0753 | 16.11 | |
| 0.0917 | 17.56 | |
| 0.9053 | 290.91 | |
| 0.0059 | 0.67 |
Estimation Period:
May 3, 2002 to Feb 5, 2026
May 3, 2002 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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