PRA Group Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:77.15% (-2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5111 | 4.25 | |
| 0.0629 | 3.50 | |
| 0.8827 | 21.64 | |
| 0.1278 | 0.31 | |
| -0.1538 | -0.22 | |
| 0.3981 | 0.70 | |
| -0.8829 | -1.43 | |
| 0.8872 | 1.36 | |
| -0.7630 | -1.48 | |
| 1.4224 | 3.49 | |
| -2.3565 | -4.17 | |
| 2.6589 | 1.94 |
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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