Diageo PLC MEM Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.29% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0293 | 7.40 | |
| 0.1387 | 41.25 | |
| 0.8504 | 280.86 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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