Diageo Plc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0546 | 0.75 | |
| 0.1732 | 7.87 | |
| 0.9202 | 18.63 | |
| 0.1753 | 4.59 |
Estimation Period:
Nov 16, 2022 to Aug 2, 2024
Nov 16, 2022 to Aug 2, 2024
News Impact Curve
Volatility Forecasts
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