V-Lab
United Utilities Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:19.08% (-0.61%)
Analysis last updated: Tuesday, May 7, 2024 at 07:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8393 | 8.95 | |
| 0.0717 | 6.53 | |
| 0.8614 | 46.24 | |
| -0.0437 | -1.40 | |
| 0.0878 | 1.88 | |
| -0.1209 | -4.53 | |
| 0.1504 | 6.12 | |
| -0.1182 | -4.01 | |
| 0.0787 | 2.59 | |
| -0.0558 | -2.12 | |
| 0.0271 | 1.60 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024
News Impact Curve
Volatility Forecasts
Other United Utilities Group PLC Analyses