Persimmon PLC APARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.10% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0768 | 24.12 | |
| 0.0975 | 35.69 | |
| 0.8932 | 304.22 | |
| 0.2708 | 14.75 | |
| 1.0295 | 30.69 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
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