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Associated British Foods PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.81% (-0.42%)
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 SGARCH
paramt-stat
ω0.54326.04
α0.07167.00
β0.857843.97
γ1-0.0651-1.97
γ20.17243.72
γ3-0.2817-9.40
γ40.30619.96
γ5-0.1876-5.84
γ60.09132.48
γ7-0.0500-1.05
γ8-0.0093-0.16
γ90.11151.16
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts