Pepper Money Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:85.44% (-20.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3078 | 13.98 | |
| 0.1628 | 17.47 | |
| 0.6220 | 33.31 | |
| 0.0691 | 0.61 |
Estimation Period:
May 25, 2021 to Feb 6, 2026
May 25, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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