Severn Trent Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.88% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0878 | 15.09 | |
| 0.0403 | 11.28 | |
| 0.9105 | 312.03 | |
| 0.0543 | 6.26 |
Estimation Period:
Jan 4, 2000 to Feb 6, 2026
Jan 4, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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