Permanent TSB Group Holdings PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.94% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5273 | 1.83 | |
| 0.1101 | 7.82 | |
| 0.8455 | 53.55 | |
| 0.3430 | 2.10 | |
| -0.4932 | -2.29 | |
| 0.1437 | 1.44 | |
| 0.1397 | 1.78 | |
| -0.1391 | -1.82 | |
| -0.1972 | -2.23 | |
| 0.2880 | 3.46 | |
| -0.0294 | -0.38 | |
| -0.1382 | -1.47 | |
| 0.2758 | 1.25 |
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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