Persimmon PLC GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.61% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1281 | 22.58 | |
| 0.0907 | 33.70 | |
| 0.8829 | 293.70 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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