Severn Trent PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.30% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0086 | 6.61 | |
| 0.9474 | 503.92 | |
| 0.0559 | 19.26 | |
| 2.1569 | 53.03 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Severn Trent PLC Analyses
Other MF2-GARCH Analyses on International Equities