Associated British Foods PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:30.31% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0369 | 13.97 | |
| 0.8118 | 96.79 | |
| 0.0782 | 16.26 | |
| 0.0117 | 1.55 | |
| 0.0463 | 2.63 | |
| 0.9502 | 46.65 |
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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