Pnb Gilts Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.22% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5841 | 6.17 | |
| 0.1505 | 4.88 | |
| 0.7325 | 13.61 | |
| -0.0144 | -0.56 | |
| 0.0584 | 1.53 | |
| -0.0725 | -2.62 | |
| 0.0369 | 1.75 |
Estimation Period:
Apr 11, 2007 to Feb 6, 2026
Apr 11, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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