Pepper Money Ltd APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:97.44% (-14.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8338 | 4.27 | |
| 0.1194 | 11.45 | |
| 0.7388 | 31.38 | |
| 0.1044 | 3.33 | |
| 1.9607 | 10.64 |
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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