Persimmon PLC EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.62% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0657 | 23.03 | |
| 0.1749 | 35.44 | |
| 0.9635 | 608.28 | |
| -0.0462 | -12.39 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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