Diageo PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:30.78% (+3.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7155 | 4.61 | |
| 0.0635 | 9.06 | |
| 0.9033 | 86.23 | |
| -0.1052 | -1.58 | |
| 0.1937 | 2.17 | |
| -0.1755 | -3.06 | |
| 0.0725 | 1.04 | |
| 0.0926 | 1.59 | |
| -0.1215 | -2.64 | |
| 0.0544 | 1.22 | |
| -0.0105 | -0.23 | |
| 0.0266 | 0.54 | |
| -0.0539 | -1.33 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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