Diageo PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.22% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0261 | 18.34 | |
| 0.9306 | 404.27 | |
| 0.0530 | 18.90 | |
| 0.0043 | 9.43 | |
| 0.0054 | 6.10 | |
| 0.9927 | 870.80 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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