Associated British Foods PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:30.76% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5747 | 6.37 | |
| 0.0673 | 6.79 | |
| 0.8626 | 43.43 | |
| -0.0444 | -1.37 | |
| 0.1400 | 3.05 | |
| -0.2605 | -8.79 | |
| 0.2887 | 9.57 | |
| -0.1751 | -5.52 | |
| 0.0891 | 2.44 | |
| -0.0667 | -1.43 | |
| 0.0441 | 0.80 | |
| -0.0249 | -0.57 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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