Premier Insurance GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:71.16% (+8.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1942 | 9.18 | |
| 0.0566 | 15.30 | |
| 0.9360 | 401.73 | |
| -0.0039 | -0.62 |
Estimation Period:
May 9, 2006 to Feb 6, 2026
May 9, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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