Premier Investments Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.91% (-5.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3038 | 6.70 | |
| 0.1438 | 5.66 | |
| 0.6054 | 8.58 | |
| -0.0445 | -0.78 | |
| 0.0129 | 0.13 | |
| 0.0432 | 0.58 | |
| 0.0436 | 0.78 | |
| -0.1221 | -2.84 | |
| 0.1458 | 3.19 | |
| -0.1388 | -2.37 | |
| 0.1816 | 1.87 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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