Associated British Foods PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:37.31% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5456 | 6.05 | |
| 0.0712 | 6.99 | |
| 0.8590 | 44.39 | |
| -0.0645 | -1.95 | |
| 0.1723 | 3.70 | |
| -0.2827 | -9.38 | |
| 0.3069 | 9.93 | |
| -0.1879 | -5.81 | |
| 0.0916 | 2.46 | |
| -0.0504 | -1.05 | |
| -0.0093 | -0.16 | |
| 0.1126 | 1.14 |
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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