Travis Perkins PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.30% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0549 | 19.01 | |
| 0.1557 | 32.46 | |
| 0.9668 | 644.52 | |
| -0.0568 | -13.48 |
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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