Phoenix Group Holdings GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.90% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1479 | 16.37 | |
| 0.0980 | 19.15 | |
| 0.8416 | 119.86 |
Estimation Period:
Nov 16, 2009 to Feb 6, 2026
Nov 16, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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