Severn Trent PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:23.52% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0004 | 7.46 | |
| 0.0525 | 21.46 | |
| 0.9816 | 367.64 | |
| 5.8131 | 5.05 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
Other Severn Trent PLC Analyses
Other GAS-GARCH Student T Analyses on International Equities