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	param	t-stat
$ω$	3.2127	4.16
$α$	0.0950	6.84
$β$	0.8339	33.90
$γ_{1}$	-0.0625	-0.66
$γ_{2}$	0.2353	1.69
$γ_{3}$	-0.3351	-4.76
$γ_{4}$	0.2545	5.11
$γ_{5}$	-0.0760	-1.71
$γ_{6}$	-0.0556	-1.39
$γ_{7}$	0.0473	1.14
$γ_{8}$	0.0120	0.28
$γ_{9}$	-0.0140	-0.24
$γ_{10}$	0.0050	0.05

V-Lab

Diageo PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:31.36% (-1.57%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Diageo PLC Analyses