Diageo PLC GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:27.57% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0224 | 17.83 | |
| 0.0538 | 35.10 | |
| 0.9371 | 514.35 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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