Travis Perkins PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:45.70% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.4303 | 7.09 | |
| 0.0754 | 128.39 | |
| 0.9964 | 1,965.21 | |
| 2.5937 | 317.73 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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