Associated British Foods PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:38.80% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0083 | 9.88 | |
| 0.0041 | 3.16 | |
| 0.9750 | 652.20 | |
| 0.0369 | 17.69 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Associated British Foods PLC Analyses
Other GJR-GARCH Analyses on International Equities