Pennon Group PLC GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.38% (+3.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1436 | 21.72 | |
| 0.1297 | 24.27 | |
| 0.8112 | 120.32 |
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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