Pepper Money Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:94.42% (-13.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8575 | 8.10 | |
| 0.1189 | 13.56 | |
| 0.7388 | 31.68 |
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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