Taylor Wimpey PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.35% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0602 | 17.38 | |
| 0.0369 | 13.21 | |
| 0.9334 | 474.29 | |
| 0.0390 | 8.64 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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