Travis Perkins PLC AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:30.17% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0594 | 11.25 | |
| 0.0830 | 35.30 | |
| 0.8947 | 342.53 | |
| 0.6095 | 13.42 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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