Taylor Wimpey PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.15% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5530 | 5.34 | |
| 0.0795 | 7.38 | |
| 0.8868 | 77.27 | |
| -0.1542 | -4.46 | |
| 0.2521 | 4.88 | |
| -0.1617 | -4.45 | |
| 0.1278 | 3.92 | |
| -0.1449 | -4.48 | |
| 0.1411 | 3.25 | |
| -0.0806 | -1.60 | |
| -0.0048 | -0.09 |
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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