Jersey Electricity PLC AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.12% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0115 | 11.47 | |
| 0.0500 | 23.90 | |
| 0.9341 | 428.50 | |
| -0.1259 | -2.59 |
Estimation Period:
May 30, 2007 to Feb 6, 2026
May 30, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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