Pennon Group PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.09% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0685 | 19.23 | |
| 0.2635 | 27.27 | |
| 0.9284 | 250.72 | |
| -0.0023 | -0.36 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Pennon Group PLC Analyses
Other EGARCH Analyses on International Equities