Centrica PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:28.82% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0388 | 12.71 | |
| 0.0292 | 12.28 | |
| 0.9439 | 418.01 | |
| 0.0354 | 9.02 |
Estimation Period:
Feb 14, 1997 to Feb 20, 2026
Feb 14, 1997 to Feb 20, 2026
News Impact Curve
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