Peel Hunt Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.25% (-3.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9040 | 10.19 | |
| 0.1623 | 9.01 | |
| 0.3691 | 7.88 | |
| -0.3889 | -2.71 |
Estimation Period:
Jun 14, 2024 to Feb 6, 2026
Jun 14, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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