Persimmon PLC AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:26.59% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1212 | 18.53 | |
| 0.0920 | 37.68 | |
| 0.8775 | 327.20 | |
| 0.5330 | 13.20 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
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