Diageo PLC APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.10% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0060 | 8.50 | |
| 0.0275 | 12.03 | |
| 0.9687 | 582.49 | |
| 0.1683 | 6.80 | |
| 2.1596 | 33.65 |
Estimation Period:
Mar 14, 1991 to Feb 6, 2026
Mar 14, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Depositary Receipts