J Sainsbury PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.34% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0588 | 8.56 | |
| 0.0530 | 21.88 | |
| 0.9233 | 252.41 | |
| 0.5038 | 6.45 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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