Diageo PLC GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.36% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0224 | 17.84 | |
| 0.0538 | 35.08 | |
| 0.9371 | 514.05 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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