Peppermint Innovation Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:228.23% (-5.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0955 | 3.57 | |
| 0.1217 | 4.83 | |
| 0.8442 | 26.58 | |
| -0.0691 | -1.11 | |
| 0.1412 | 1.62 | |
| -0.1058 | -2.52 |
Estimation Period:
May 29, 2008 to Jan 2, 2026
May 29, 2008 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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