Jersey Electricity PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.56% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0397 | 12.34 | |
| 0.1458 | 17.55 | |
| 0.9720 | 320.25 | |
| 0.0138 | 1.31 |
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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