Persimmon PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.40% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0655 | 22.95 | |
| 0.1744 | 35.33 | |
| 0.9637 | 609.14 | |
| -0.0461 | -12.37 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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