Diageo PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:27.69% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7156 | 4.63 | |
| 0.0637 | 9.06 | |
| 0.9028 | 85.83 | |
| -0.1055 | -1.59 | |
| 0.1942 | 2.18 | |
| -0.1758 | -3.07 | |
| 0.0725 | 1.04 | |
| 0.0925 | 1.60 | |
| -0.1211 | -2.64 | |
| 0.0536 | 1.20 | |
| -0.0092 | -0.20 | |
| 0.0250 | 0.50 | |
| -0.0527 | -1.29 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Diageo PLC Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities