Permanent TSB Group Holdings PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.12% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0539 | 12.48 | |
| 0.8641 | 149.23 | |
| 0.0624 | 15.52 | |
| 0.0077 | 5.87 | |
| 0.0273 | 5.89 | |
| 0.9727 | 197.42 |
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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