Associated British Foods PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:39.14% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0083 | 9.78 | |
| 0.0041 | 3.10 | |
| 0.9751 | 653.96 | |
| 0.0372 | 17.67 |
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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