Diageo PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.36% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0539 | 14.04 | |
| 0.8397 | 140.58 | |
| 0.0640 | 11.96 | |
| 0.0068 | 2.34 | |
| 0.0203 | 3.95 | |
| 0.9767 | 151.17 |
Estimation Period:
Mar 14, 1991 to Feb 6, 2026
Mar 14, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Depositary Receipts