Diageo PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 27th, 2026:63.22% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0219 | 13.42 | |
| 0.0238 | 15.92 | |
| 0.9429 | 637.12 | |
| 0.0497 | 11.31 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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