Persimmon PLC APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.46% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0767 | 24.07 | |
| 0.0975 | 35.63 | |
| 0.8933 | 304.05 | |
| 0.2694 | 14.68 | |
| 1.0314 | 30.69 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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