Associated British Foods PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:34.14% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5459 | 6.11 | |
| 0.0717 | 7.00 | |
| 0.8565 | 43.38 | |
| -0.0633 | -1.94 | |
| 0.1696 | 3.69 | |
| -0.2802 | -9.42 | |
| 0.3057 | 10.04 | |
| -0.1881 | -5.92 | |
| 0.0918 | 2.52 | |
| -0.0503 | -1.06 | |
| -0.0088 | -0.16 | |
| 0.1101 | 1.15 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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