V-Lab
Diageo PLC AGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:17.67% (-0.44%)
Analysis last updated: Saturday, May 4, 2024 at 08:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0197 | 9.23 | |
| 0.0573 | 40.69 | |
| 0.9311 | 565.00 | |
| 0.3859 | 9.66 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024