Severn Trent PLC EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.79% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0164 | 7.10 | |
| 0.0793 | 14.25 | |
| 0.9825 | 707.86 | |
| -0.0436 | -10.13 |
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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