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Associated British Foods PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:26.84% (-0.10%)
Analysis last updated: Saturday, February 21, 2026 at 11:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Associated British Foods PLC S0GARCH
paramt-stat
ω0.57746.44
α0.06766.81
β0.861342.89
γ1-0.0428-1.33
γ20.13723.02
γ3-0.2582-8.78
γ40.28769.61
γ5-0.1756-5.59
γ60.08952.48
γ7-0.0661-1.43
γ80.04290.78
γ9-0.0238-0.54
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts