Severn Trent PLC AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.98% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0284 | 5.33 | |
| 0.0410 | 21.96 | |
| 0.9365 | 398.67 | |
| 0.6652 | 16.25 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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