Diageo PLC GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:28.43% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0223 | 17.82 | |
| 0.0538 | 35.11 | |
| 0.9372 | 515.24 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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