Centrica PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.37% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0375 | 12.47 | |
| 0.0285 | 12.18 | |
| 0.9446 | 425.86 | |
| 0.0360 | 9.25 |
Estimation Period:
Feb 14, 1997 to Feb 6, 2026
Feb 14, 1997 to Feb 6, 2026
News Impact Curve
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