United Utilities Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.43% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0353 | 17.66 | |
| 0.0198 | 12.25 | |
| 0.9351 | 515.47 | |
| 0.0565 | 13.53 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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