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Associated British Foods PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:37.31% (-0.97%)
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 SGARCH
paramt-stat
ω0.54566.05
α0.07126.99
β0.859044.39
γ1-0.0645-1.95
γ20.17233.70
γ3-0.2827-9.38
γ40.30699.93
γ5-0.1879-5.81
γ60.09162.46
γ7-0.0504-1.05
γ8-0.0093-0.16
γ90.11261.14
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts