Pennon Group PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.00% (+1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3931 | 4.77 | |
| 0.0610 | 27.18 | |
| 0.9849 | 285.57 | |
| 4.1195 | 10.93 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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