Severn Trent Plc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.61% (+0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1145 | 20.28 | |
| 0.6119 | 26.27 | |
| 0.0552 | 6.16 | |
| 0.0334 | 2.05 | |
| 0.0259 | 3.03 | |
| 0.9642 | 80.44 |
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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