Travis Perkins PLC EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:26.44% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0549 | 18.97 | |
| 0.1555 | 32.46 | |
| 0.9668 | 644.53 | |
| -0.0569 | -13.53 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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