Diageo PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.71% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3161 | 4.23 | |
| 0.0952 | 6.84 | |
| 0.8332 | 33.59 | |
| -0.0428 | -0.44 | |
| 0.2000 | 1.41 | |
| -0.3051 | -4.28 | |
| 0.2285 | 4.56 | |
| -0.0579 | -1.30 | |
| -0.0641 | -1.60 | |
| 0.0509 | 1.23 | |
| 0.0049 | 0.12 | |
| 0.0057 | 0.14 | |
| -0.0477 | -1.35 |
Estimation Period:
Mar 14, 1991 to Feb 6, 2026
Mar 14, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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