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Associated British Foods PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:30.76% (-1.09%)
Analysis last updated: Saturday, February 7, 2026 at 12:37 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Associated British Foods PLC S0GARCH
paramt-stat
ω0.57476.37
α0.06736.79
β0.862643.43
γ1-0.0444-1.37
γ20.14003.05
γ3-0.2605-8.79
γ40.28879.57
γ5-0.1751-5.52
γ60.08912.44
γ7-0.0667-1.43
γ80.04410.80
γ9-0.0249-0.57
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts