Diageo PLC AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.73% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0205 | -9.06 | |
| 0.0286 | 22.68 | |
| 0.9685 | 681.53 | |
| 1.0473 | 20.52 |
Estimation Period:
Mar 14, 1991 to Feb 6, 2026
Mar 14, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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