Associated British Foods PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.74% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0368 | 13.96 | |
| 0.8127 | 97.21 | |
| 0.0781 | 16.25 | |
| 0.0117 | 1.55 | |
| 0.0463 | 2.64 | |
| 0.9503 | 46.91 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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