Associated British Foods PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.82% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0083 | 9.72 | |
| 0.0040 | 3.06 | |
| 0.9750 | 654.39 | |
| 0.0373 | 17.60 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Associated British Foods PLC Analyses
Other GJR-GARCH Analyses on International Equities