Pnb Gilts Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.21% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7090 | 17.35 | |
| 0.1820 | 21.79 | |
| 0.7350 | 68.54 |
Estimation Period:
Apr 11, 2007 to Feb 13, 2026
Apr 11, 2007 to Feb 13, 2026
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