Pennon Group PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.78% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1420 | 20.90 | |
| 0.1287 | 24.08 | |
| 0.8129 | 120.70 | |
| 0.0628 | 2.02 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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