Premier Insurance Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:85.41% (+11.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4913 | 6.55 | |
| 0.1295 | 6.60 | |
| 0.7371 | 16.21 | |
| -0.2683 | -1.85 | |
| 0.4177 | 1.76 | |
| -0.2817 | -1.71 | |
| 0.3649 | 3.29 | |
| -0.4879 | -5.66 | |
| 0.1687 | 1.15 |
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 Spline-GARCH Analyses on International Equities