Severn Trent PLC GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.46% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0432 | 15.75 | |
| 0.0449 | 19.71 | |
| 0.9337 | 390.03 |
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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