Diageo PLC EGARCH Volatility Analysis
Volatility Prediction for Friday, February 27th, 2026:48.00% (+1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0135 | 6.53 | |
| 0.1110 | 39.92 | |
| 0.9889 | 1,109.83 | |
| -0.0373 | -10.46 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
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