Travis Perkins PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:47.15% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.3794 | 7.05 | |
| 0.0756 | 128.50 | |
| 0.9963 | 1,930.86 | |
| 2.5930 | 315.10 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
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