Premier Insurance Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:94.24% (+9.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5065 | 3.61 | |
| 0.1454 | 7.04 | |
| 0.6203 | 10.13 | |
| -0.2027 | -0.26 | |
| 0.1068 | 0.10 | |
| 0.0887 | 0.17 | |
| 0.3869 | 0.86 | |
| -1.1078 | -2.77 | |
| 1.6302 | 5.29 | |
| -1.4566 | -5.38 | |
| 0.7858 | 3.38 | |
| -0.7986 | -3.36 | |
| 0.9582 | 4.69 |
Estimation Period:
May 9, 2006 to Feb 6, 2026
May 9, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Premier Insurance Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities