FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	0.1195	23.08
$α$	0.0519	14.94
$β$	0.8921	324.77
$γ$	0.0652	9.97

V-Lab

Persimmon PLC GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:26.98% (-0.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Persimmon PLC Analyses