V-Lab
Persimmon PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:25.16% (-0.75%)
Analysis last updated: Saturday, April 20, 2024 at 09:08 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1167 | 17.99 | |
| 0.0928 | 36.65 | |
| 0.8790 | 323.28 | |
| 0.5039 | 12.17 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024