PRA Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:81.54% (-2.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1579 | 8.20 | |
| 0.0410 | 4.44 | |
| 0.9147 | 206.20 | |
| 0.0635 | 3.50 |
Estimation Period:
Nov 8, 2002 to Feb 6, 2026
Nov 8, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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