Diageo PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.20% (+2.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1632 | 4.62 | |
| 0.0528 | 27.77 | |
| 0.9911 | 523.85 | |
| 5.7498 | 6.29 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
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