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Associated British Foods PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.86% (-0.82%)
Analysis last updated: Sunday, February 8, 2026 at 03:19 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Associated British Foods PLC SGARCH
paramt-stat
ω0.54586.07
α0.07146.99
β0.858144.10
γ1-0.0638-1.94
γ20.17093.69
γ3-0.2815-9.39
γ40.30649.97
γ5-0.1880-5.85
γ60.09172.48
γ7-0.0501-1.05
γ8-0.0097-0.17
γ90.11361.16
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts