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Associated British Foods PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.93% (-0.94%)
Analysis last updated: Sunday, February 8, 2026 at 03:20 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Associated British Foods PLC S0GARCH
paramt-stat
ω0.57526.38
α0.06746.80
β0.862543.43
γ1-0.0438-1.35
γ20.13863.03
γ3-0.2592-8.78
γ40.28809.59
γ5-0.1751-5.55
γ60.08912.45
γ7-0.0665-1.43
γ80.04380.80
γ9-0.0247-0.56
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts