Travis Perkins PLC EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:32.77% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0549 | 19.02 | |
| 0.1558 | 32.46 | |
| 0.9668 | 644.50 | |
| -0.0568 | -13.46 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Travis Perkins PLC Analyses
Other EGARCH Analyses on International Equities