Severn Trent PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.94% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9928 | 7.41 | |
| 0.0521 | 21.47 | |
| 0.9818 | 368.81 | |
| 5.8045 | 5.05 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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