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Associated British Foods PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:34.14% (-0.08%)
Analysis last updated: Saturday, February 21, 2026 at 11:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Associated British Foods PLC SGARCH
paramt-stat
ω0.54596.11
α0.07177.00
β0.856543.38
γ1-0.0633-1.94
γ20.16963.69
γ3-0.2802-9.42
γ40.305710.04
γ5-0.1881-5.92
γ60.09182.52
γ7-0.0503-1.06
γ8-0.0088-0.16
γ90.11011.15
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts