United Utilities Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.41% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0348 | 17.51 | |
| 0.0195 | 12.12 | |
| 0.9357 | 518.94 | |
| 0.0563 | 13.55 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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