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Permanent TSB Group Holdings PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.60% (-0.62%)
Analysis last updated: Friday, February 13, 2026 at 09:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Permanent TSB Group Holdings PLC S0GARCH
paramt-stat
ω0.52741.81
α0.11137.64
β0.845155.65
γ10.33202.02
γ2-0.4739-2.19
γ30.13181.31
γ40.14181.78
γ5-0.1336-1.73
γ6-0.2077-2.32
γ70.30843.64
γ8-0.0837-1.04
γ90.00010.00
γ10-0.0311-0.30
Estimation Period:
Oct 26, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts