FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	0.1204	23.17
$α$	0.0521	14.98
$β$	0.8917	324.37
$γ$	0.0656	10.00

V-Lab

Persimmon PLC GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:28.25% (-0.94%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Persimmon PLC Analyses