Middlesex Water Co EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.65% (+2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0733 | 24.83 | |
| 0.2315 | 32.05 | |
| 0.9546 | 521.94 | |
| 0.0025 | 0.29 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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