Persimmon PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:32.75% (+2.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.2384 | 3.98 | |
| 0.0761 | 63.14 | |
| 0.9922 | 491.20 | |
| 3.3523 | 38.72 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
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