Associated British Foods PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.86% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5458 | 6.07 | |
| 0.0714 | 6.99 | |
| 0.8581 | 44.10 | |
| -0.0638 | -1.94 | |
| 0.1709 | 3.69 | |
| -0.2815 | -9.39 | |
| 0.3064 | 9.97 | |
| -0.1880 | -5.85 | |
| 0.0917 | 2.48 | |
| -0.0501 | -1.05 | |
| -0.0097 | -0.17 | |
| 0.1136 | 1.16 |
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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