Centrica PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.89% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0237 | 11.21 | |
| 0.1143 | 26.05 | |
| 0.9860 | 1,040.05 | |
| -0.0406 | -10.22 |
Estimation Period:
Feb 14, 1997 to Feb 13, 2026
Feb 14, 1997 to Feb 13, 2026
News Impact Curve
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