Permanent TSB Group Holdings PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.14% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 16.47 | |
| 0.0323 | 16.00 | |
| 0.9360 | 545.12 | |
| 0.0635 | 18.50 |
Estimation Period:
Oct 26, 1994 to Feb 6, 2026
Oct 26, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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