Centrica PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.34% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0804 | 12.69 | |
| 0.7414 | 56.18 | |
| 0.0613 | 8.50 | |
| 0.0457 | 1.53 | |
| 0.0549 | 2.25 | |
| 0.9322 | 28.71 |
Estimation Period:
Feb 14, 1997 to Feb 6, 2026
Feb 14, 1997 to Feb 6, 2026
News Impact Curve
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