Diageo PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.36% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0048 | 5.45 | |
| 0.0203 | 7.59 | |
| 0.9698 | 569.45 | |
| 0.0199 | 4.74 |
Estimation Period:
Mar 14, 1991 to Feb 6, 2026
Mar 14, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts