Peel Hunt Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.33% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5288 | 5.96 | |
| 0.0253 | 3.91 | |
| 0.9948 | 446.09 | |
| 5.8113 | 2.64 |
Estimation Period:
Jun 14, 2024 to Feb 6, 2026
Jun 14, 2024 to Feb 6, 2026
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