Severn Trent PLC GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:21.24% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0434 | 15.79 | |
| 0.0450 | 19.69 | |
| 0.9336 | 389.32 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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