Travis Perkins PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.10% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0698 | 21.19 | |
| 0.0347 | 14.35 | |
| 0.9106 | 393.36 | |
| 0.0775 | 12.63 |
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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