Persimmon PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:34.14% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7842 | 8.71 | |
| 0.1053 | 8.56 | |
| 0.8525 | 62.98 | |
| -0.0004 | -2.62 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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