V-Lab: Persimmon PLC Asy. MEM Volatility Analysis

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V-Lab

Persimmon PLC Asy. MEM Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:32.77% (+0.37%)

Analysis last updated: Thursday, May 2, 2024 at 02:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2146	27.54
$α$	0.1482	28.42
$β$	0.7721	178.51
$γ$	0.0713	8.26

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts