Persimmon PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.67% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1210 | 18.54 | |
| 0.0920 | 37.63 | |
| 0.8776 | 327.23 | |
| 0.5298 | 13.11 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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