Princes Group PLC GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
56.03%
increased by 10.79%
1 Week
50.08%
increased by 4.84%
1 Month
42.93%
decreased by 2.31%
Analysis last updated: Friday, June 12, 2026 at 10:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.1401 | 2.54 | |
| 0.2412 | 3.13 | |
| 0.7440 | 8.98 | |
| 3.4732 | 2.16 |
Estimation Period:
Oct 31, 2025 to Jun 5, 2026
Oct 31, 2025 to Jun 5, 2026
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