Persimmon PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.55% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7855 | 8.69 | |
| 0.1049 | 8.54 | |
| 0.8532 | 63.17 | |
| -0.0004 | -2.58 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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