Diageo PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.84% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0087 | 10.66 | |
| 0.0866 | 18.11 | |
| 1.0000 | 1,577.29 | |
| -0.0125 | -1.94 |
Estimation Period:
Mar 14, 1991 to Feb 6, 2026
Mar 14, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Depositary Receipts