Persimmon PLC GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.44% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1289 | 22.67 | |
| 0.0910 | 33.79 | |
| 0.8824 | 293.46 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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