Skip to main content
V-Lab

Premier Foods plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.79% (-0.61%)
Analysis last updated: Saturday, February 14, 2026 at 12:58 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Premier Foods plc S0GARCH
paramt-stat
ω0.61175.76
α0.10225.08
β0.778514.27
γ10.44812.70
γ2-0.6589-2.59
γ30.31701.99
γ4-0.3311-2.09
γ50.38501.83
γ6-0.3513-1.24
γ70.46991.63
γ8-0.5480-2.50
γ90.39901.99
γ10-0.1203-0.86
Estimation Period:
Jul 19, 2004 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts