Persimmon PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.53% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0655 | 22.96 | |
| 0.1745 | 35.40 | |
| 0.9636 | 608.72 | |
| -0.0463 | -12.44 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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