Travis Perkins PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.60% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7393 | 2.94 | |
| 0.1109 | 7.37 | |
| 0.8019 | 29.21 | |
| -0.0844 | -0.85 | |
| 0.1393 | 1.04 | |
| -0.0860 | -1.25 | |
| 0.0650 | 1.10 | |
| -0.0039 | -0.08 | |
| -0.1427 | -3.41 | |
| 0.1990 | 4.63 | |
| -0.0956 | -2.03 | |
| -0.0136 | -0.33 | |
| 0.0322 | 1.10 |
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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