Diageo PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.72% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2862 | 4.38 | |
| 0.0502 | 65.76 | |
| 0.9966 | 1,507.69 | |
| 4.2371 | 24.35 |
Estimation Period:
Mar 14, 1991 to Feb 6, 2026
Mar 14, 1991 to Feb 6, 2026
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