Severn Trent Plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.95% (+4.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1879 | 8.86 | |
| 0.1369 | 6.49 | |
| 0.6620 | 11.43 | |
| -0.0223 | -0.48 | |
| 0.2041 | 2.87 | |
| -0.3327 | -6.40 | |
| 0.2322 | 4.80 | |
| -0.1114 | -2.94 | |
| 0.0358 | 0.97 | |
| -0.0036 | -0.10 | |
| -0.0036 | -0.14 |
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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