FTSE 100 Implied Volatility Index 30 Days

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This asset is not actively trading

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	param	t-stat
$ω$	0.1210	18.53
$α$	0.0921	37.64
$β$	0.8776	326.96
$γ$	0.5303	13.12

V-Lab

Persimmon PLC AGARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:25.44% (+1.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Persimmon PLC Analyses