Diageo PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.40% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1583 | 4.63 | |
| 0.0529 | 27.69 | |
| 0.9911 | 521.06 | |
| 5.7473 | 6.27 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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