Centrica PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.66% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0237 | 11.20 | |
| 0.1144 | 26.03 | |
| 0.9860 | 1,037.84 | |
| -0.0405 | -10.21 |
Estimation Period:
Feb 14, 1997 to Feb 6, 2026
Feb 14, 1997 to Feb 6, 2026
News Impact Curve
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