PRA Group Inc GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:64.61% (-2.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2088 | 9.44 | |
| 0.0733 | 17.12 | |
| 0.9043 | 208.03 |
Estimation Period:
Nov 8, 2002 to Feb 13, 2026
Nov 8, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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