J Sainsbury PLC EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:18.86% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0302 | 10.01 | |
| 0.1172 | 20.68 | |
| 0.9774 | 529.75 | |
| -0.0391 | -7.42 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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