Persimmon PLC AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.73% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1218 | 18.63 | |
| 0.0923 | 37.72 | |
| 0.8772 | 326.71 | |
| 0.5299 | 13.14 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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