Pepper Money Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.44% (-5.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.0139 | 8.62 | |
| 0.1085 | 4.99 | |
| 0.8077 | 40.99 | |
| 4.7545 | 1.80 |
Estimation Period:
May 25, 2021 to Feb 6, 2026
May 25, 2021 to Feb 6, 2026
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