V-Lab
Persimmon PLC AGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:28.43% (-0.42%)
Analysis last updated: Thursday, May 2, 2024 at 02:50 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1169 | 18.03 | |
| 0.0928 | 36.67 | |
| 0.8790 | 323.41 | |
| 0.5030 | 12.15 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024