PRA Group Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:62.09% (-2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4862 | 4.26 | |
| 0.0649 | 3.45 | |
| 0.8758 | 22.05 | |
| -0.0270 | -0.08 | |
| 0.2655 | 0.49 | |
| -0.3605 | -0.77 | |
| 0.2273 | 0.59 | |
| -0.4775 | -1.18 | |
| 1.2181 | 2.91 | |
| -1.5290 | -2.75 | |
| 0.8313 | 1.58 |
Estimation Period:
Nov 8, 2002 to Feb 6, 2026
Nov 8, 2002 to Feb 6, 2026
News Impact Curve
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