Permanent TSB Group Holdings EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.71% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2505 | 7.28 | |
| 0.2086 | 15.60 | |
| 0.8717 | 47.77 | |
| -0.0181 | -1.24 |
Estimation Period:
May 5, 2015 to Feb 13, 2026
May 5, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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