J Sainsbury PLC GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:21.94% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0543 | 13.79 | |
| 0.0477 | 24.12 | |
| 0.9347 | 319.22 |
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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