Severn Trent PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.53% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0291 | 5.47 | |
| 0.0412 | 21.95 | |
| 0.9361 | 395.97 | |
| 0.6578 | 16.10 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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