Phoenix Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.21% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2540 | 1.73 | |
| 0.5332 | 5.94 | |
| 0.4516 | 5.05 | |
| -0.3808 | -1.04 |
Estimation Period:
Dec 5, 2023 to Feb 6, 2026
Dec 5, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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