Permanent TSB Group Holdings PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.15% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.8331 | 9.39 | |
| 0.0602 | 97.75 | |
| 0.9985 | 6,240.76 | |
| 3.8120 | 140.22 |
Estimation Period:
Oct 26, 1994 to Feb 6, 2026
Oct 26, 1994 to Feb 6, 2026
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