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Diageo PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:30.78% (+3.24%)
Analysis last updated: Sunday, February 22, 2026 at 12:32 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Diageo PLC S0GARCH
paramt-stat
ω0.71554.61
α0.06359.06
β0.903386.23
γ1-0.1052-1.58
γ20.19372.17
γ3-0.1755-3.06
γ40.07251.04
γ50.09261.59
γ6-0.1215-2.64
γ70.05441.22
γ8-0.0105-0.23
γ90.02660.54
γ10-0.0539-1.33
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts