Associated British Foods PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.93% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5752 | 6.38 | |
| 0.0674 | 6.80 | |
| 0.8625 | 43.43 | |
| -0.0438 | -1.35 | |
| 0.1386 | 3.03 | |
| -0.2592 | -8.78 | |
| 0.2880 | 9.59 | |
| -0.1751 | -5.55 | |
| 0.0891 | 2.45 | |
| -0.0665 | -1.43 | |
| 0.0438 | 0.80 | |
| -0.0247 | -0.56 |
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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