Severn Trent PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.83% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0163 | 7.08 | |
| 0.0792 | 14.23 | |
| 0.9826 | 709.42 | |
| -0.0437 | -10.14 |
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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