Severn Trent PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.97% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0283 | 5.32 | |
| 0.0409 | 21.96 | |
| 0.9365 | 399.21 | |
| 0.6667 | 16.32 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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