Peel Hunt Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.82% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0045 | 0.60 | |
| 0.0337 | 4.24 | |
| 1.0000 | 209.91 | |
| -0.0126 | -1.85 |
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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