Centrica PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.64% (+0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0378 | 12.50 | |
| 0.0287 | 12.20 | |
| 0.9444 | 423.67 | |
| 0.0359 | 9.20 |
Estimation Period:
Feb 14, 1997 to Jan 30, 2026
Feb 14, 1997 to Jan 30, 2026
News Impact Curve
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