Centrica PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.64% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9985 | 6.53 | |
| 0.0857 | 5.79 | |
| 0.8474 | 35.50 | |
| -0.0625 | -2.41 | |
| 0.1043 | 2.68 | |
| -0.0769 | -2.98 | |
| 0.0991 | 3.87 | |
| -0.1226 | -3.92 | |
| 0.0685 | 1.73 |
Estimation Period:
Feb 14, 1997 to Feb 6, 2026
Feb 14, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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