Severn Trent PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.47% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0084 | 6.43 | |
| 0.9474 | 500.75 | |
| 0.0562 | 19.25 | |
| 2.1760 | 52.39 |
Estimation Period:
Jan 1, 1990 to Aug 15, 2025
Jan 1, 1990 to Aug 15, 2025
News Impact Curve
Volatility Forecasts
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