Associated British Foods PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.69% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5719 | 6.35 | |
| 0.0675 | 6.81 | |
| 0.8621 | 43.25 | |
| -0.0448 | -1.38 | |
| 0.1400 | 3.06 | |
| -0.2596 | -8.78 | |
| 0.2880 | 9.57 | |
| -0.1750 | -5.54 | |
| 0.0891 | 2.45 | |
| -0.0664 | -1.43 | |
| 0.0437 | 0.79 | |
| -0.0246 | -0.56 |
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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