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	param	t-stat
$ω$	0.1367	20.59
$α$	0.1149	14.63
$β$	0.8183	121.19
$γ$	0.0219	2.15

V-Lab

Pennon Group PLC GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:23.05% (-0.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pennon Group PLC Analyses