Permanent TSB Group Holdings GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:77.27% (-11.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 25.6975 | 2.58 | |
| 0.1251 | 12.88 | |
| 0.9266 | 30.44 | |
| 2.1758 | 45.44 |
Estimation Period:
May 5, 2015 to Feb 6, 2026
May 5, 2015 to Feb 6, 2026
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