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Taylor Wimpey PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.15% (+0.36%)
Analysis last updated: Sunday, February 8, 2026 at 03:55 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taylor Wimpey PLC SGARCH
paramt-stat
ω0.55305.34
α0.07957.38
β0.886877.27
γ1-0.1542-4.46
γ20.25214.88
γ3-0.1617-4.45
γ40.12783.92
γ5-0.1449-4.48
γ60.14113.25
γ7-0.0806-1.60
γ8-0.0048-0.09
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts