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Taylor Wimpey PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.29% (-0.59%)
Analysis last updated: Tuesday, February 10, 2026 at 11:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taylor Wimpey PLC S0GARCH
paramt-stat
ω0.54904.78
α0.08137.27
β0.882474.05
γ1-0.1860-3.08
γ20.23882.69
γ3-0.0107-0.17
γ4-0.1200-1.96
γ50.17832.93
γ6-0.2036-3.81
γ70.12172.27
γ80.05311.01
γ9-0.1584-2.49
γ100.12462.30
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts