Diageo PLC AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.73% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 9.49 | |
| 0.0540 | 41.56 | |
| 0.9349 | 608.65 | |
| 0.3889 | 10.02 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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