Severn Trent PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.46% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0337 | 5.59 | |
| 0.0099 | 5.79 | |
| 0.9484 | 492.68 | |
| 0.0520 | 7.11 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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