Persimmon PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.73% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0836 | 20.45 | |
| 0.7624 | 84.60 | |
| 0.0732 | 9.85 | |
| 0.0487 | 2.91 | |
| 0.0388 | 2.98 | |
| 0.9501 | 56.68 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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