Skip to main content
V-Lab

Diageo PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:27.69% (-0.48%)
Analysis last updated: Friday, February 20, 2026 at 11:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Diageo PLC S0GARCH
paramt-stat
ω0.71564.63
α0.06379.06
β0.902885.83
γ1-0.1055-1.59
γ20.19422.18
γ3-0.1758-3.07
γ40.07251.04
γ50.09251.60
γ6-0.1211-2.64
γ70.05361.20
γ8-0.0092-0.20
γ90.02500.50
γ10-0.0527-1.29
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts