V-Lab
Diageo PLC EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:19.05% (+0.74%)
Analysis last updated: Friday, May 3, 2024 at 03:09 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0139 | 6.35 | |
| 0.1155 | 39.47 | |
| 0.9884 | 1051.47 | |
| -0.0389 | -10.44 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024