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Associated British Foods PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.69% (-0.48%)
Analysis last updated: Tuesday, February 17, 2026 at 10:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Associated British Foods PLC S0GARCH
paramt-stat
ω0.57196.35
α0.06756.81
β0.862143.25
γ1-0.0448-1.38
γ20.14003.06
γ3-0.2596-8.78
γ40.28809.57
γ5-0.1750-5.54
γ60.08912.45
γ7-0.0664-1.43
γ80.04370.79
γ9-0.0246-0.56
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts