Peoples Insurance Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.72% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0388 | 5.59 | |
| 0.0431 | 7.55 | |
| 0.9548 | 226.47 | |
| -0.0136 | -2.14 |
Estimation Period:
Jan 12, 2016 to Feb 6, 2026
Jan 12, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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