FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	7.2422	3.98
$α$	0.0763	62.82
$β$	0.9922	489.01
$ν$	3.3555	38.53

V-Lab

Persimmon PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:31.11% (-2.17%)

Date Range:

Parameter Estimates

Other Persimmon PLC Analyses