Premier Investments Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:50.03% (+11.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3480 | 6.05 | |
| 0.1443 | 5.69 | |
| 0.6155 | 9.40 | |
| 0.0084 | 0.09 | |
| -0.1139 | -0.81 | |
| 0.1792 | 2.25 | |
| -0.1270 | -1.55 | |
| 0.1677 | 1.80 | |
| -0.2295 | -2.55 | |
| 0.2048 | 2.01 | |
| -0.1288 | -1.21 | |
| 0.0899 | 0.92 | |
| -0.0944 | -1.16 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Premier Investments Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities