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V-Lab

Premier Foods plc Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.17% (-0.52%)
Analysis last updated: Thursday, February 12, 2026 at 12:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Premier Foods plc SGARCH
paramt-stat
ω0.62725.90
α0.10235.20
β0.779414.51
γ10.47932.88
γ2-0.7107-2.78
γ30.35652.23
γ4-0.3673-2.31
γ50.41751.99
γ6-0.3800-1.34
γ70.50031.74
γ8-0.5915-2.69
γ90.47552.03
γ10-0.2949-0.68
Estimation Period:
Jul 19, 2004 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts