J Sainsbury PLC AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.10% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0592 | 8.63 | |
| 0.0530 | 21.89 | |
| 0.9233 | 252.40 | |
| 0.4968 | 6.33 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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