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Travis Perkins PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.60% (-1.41%)
Analysis last updated: Tuesday, February 17, 2026 at 11:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Travis Perkins PLC S0GARCH
paramt-stat
ω0.73932.94
α0.11097.37
β0.801929.21
γ1-0.0844-0.85
γ20.13931.04
γ3-0.0860-1.25
γ40.06501.10
γ5-0.0039-0.08
γ6-0.1427-3.41
γ70.19904.63
γ8-0.0956-2.03
γ9-0.0136-0.33
γ100.03221.10
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts