Associated British Foods PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.81% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5432 | 6.04 | |
| 0.0716 | 7.00 | |
| 0.8578 | 43.97 | |
| -0.0651 | -1.97 | |
| 0.1724 | 3.72 | |
| -0.2817 | -9.40 | |
| 0.3061 | 9.96 | |
| -0.1876 | -5.84 | |
| 0.0913 | 2.48 | |
| -0.0500 | -1.05 | |
| -0.0093 | -0.16 | |
| 0.1115 | 1.16 |
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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