Diageo PLC EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.70% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0135 | 6.52 | |
| 0.1110 | 39.88 | |
| 0.9888 | 1,107.31 | |
| -0.0373 | -10.46 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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