Persimmon PLC APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.55% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0770 | 24.14 | |
| 0.0978 | 35.73 | |
| 0.8929 | 303.71 | |
| 0.2697 | 14.71 | |
| 1.0275 | 30.68 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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