Diageo PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.60% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0135 | 6.53 | |
| 0.1111 | 39.89 | |
| 0.9888 | 1,108.55 | |
| -0.0373 | -10.44 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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