United Utilities Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:19.86% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0355 | 17.73 | |
| 0.0201 | 12.33 | |
| 0.9347 | 512.47 | |
| 0.0564 | 13.46 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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