Pnb Gilts Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.69% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.2173 | 16.65 | |
| 0.6857 | 33.24 | |
| -0.1129 | -6.00 | |
| 0.2164 | 1.21 | |
| 0.0568 | 1.22 | |
| 0.9106 | 12.49 |
Estimation Period:
Apr 11, 2007 to Feb 13, 2026
Apr 11, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Pnb Gilts Ltd Analyses
Other MF2-GARCH Analyses on International Equities