Severn Trent PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.95% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 7.27 | |
| 0.0801 | 14.30 | |
| 0.9823 | 705.68 | |
| -0.0434 | -10.09 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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