Centrica PLC AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.32% (+1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1856 | 28.59 | |
| 0.1389 | 34.11 | |
| 0.8137 | 258.98 | |
| 0.3833 | 10.93 |
Estimation Period:
Feb 14, 1997 to Jan 30, 2026
Feb 14, 1997 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities