Severn Trent PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.44% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0339 | 5.66 | |
| 0.0100 | 5.83 | |
| 0.9483 | 492.09 | |
| 0.0519 | 7.12 |
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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