Permanent TSB Group Holdings GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:44.23% (-2.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5708 | 12.30 | |
| 0.0681 | 7.90 | |
| 0.8149 | 89.79 | |
| 0.0459 | 2.87 |
Estimation Period:
May 5, 2015 to Feb 6, 2026
May 5, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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