Diageo PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.82% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 9.51 | |
| 0.0541 | 41.52 | |
| 0.9348 | 608.23 | |
| 0.3882 | 9.99 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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