Pepper Money Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:59.34% (-9.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2788 | 6.94 | |
| 0.2327 | 15.97 | |
| 0.8485 | 37.11 | |
| -0.0188 | -1.07 |
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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