Travis Perkins PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.84% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0698 | 21.17 | |
| 0.0345 | 14.38 | |
| 0.9107 | 393.90 | |
| 0.0776 | 12.68 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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