Taylor Wimpey PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.29% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5490 | 4.78 | |
| 0.0813 | 7.27 | |
| 0.8824 | 74.05 | |
| -0.1860 | -3.08 | |
| 0.2388 | 2.69 | |
| -0.0107 | -0.17 | |
| -0.1200 | -1.96 | |
| 0.1783 | 2.93 | |
| -0.2036 | -3.81 | |
| 0.1217 | 2.27 | |
| 0.0531 | 1.01 | |
| -0.1584 | -2.49 | |
| 0.1246 | 2.30 |
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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