Pnb Gilts Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.47% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2552 | 5.21 | |
| 0.1415 | 4.50 | |
| 0.7266 | 11.58 | |
| -0.2153 | -1.17 | |
| 0.2572 | 0.89 | |
| 0.0117 | 0.05 | |
| -0.0716 | -0.34 | |
| 0.0809 | 0.43 | |
| -0.0731 | -0.35 | |
| -0.1746 | -0.71 | |
| 0.5309 | 2.46 | |
| -0.9472 | -3.43 |
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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