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Severn Trent Plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.95% (+4.20%)
Analysis last updated: Thursday, February 12, 2026 at 08:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Severn Trent Plc S0GARCH
paramt-stat
ω2.18798.86
α0.13696.49
β0.662011.43
γ1-0.0223-0.48
γ20.20412.87
γ3-0.3327-6.40
γ40.23224.80
γ5-0.1114-2.94
γ60.03580.97
γ7-0.0036-0.10
γ8-0.0036-0.14
Estimation Period:
Jan 4, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts