Diageo PLC GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.02% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0048 | 5.34 | |
| 0.0306 | 18.15 | |
| 0.9691 | 535.41 |
Estimation Period:
Mar 14, 1991 to Feb 6, 2026
Mar 14, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Depositary Receipts