Centrica PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.36% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0241 | 11.50 | |
| 0.1153 | 25.97 | |
| 0.9857 | 1,027.85 | |
| -0.0399 | -10.02 |
Estimation Period:
Feb 14, 1997 to Feb 20, 2026
Feb 14, 1997 to Feb 20, 2026
News Impact Curve
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