Diageo Plc AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:24.25% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0507 | 9.60 | |
| 0.0639 | 30.83 | |
| 0.9114 | 342.11 | |
| 0.3148 | 4.84 |
Estimation Period:
Apr 16, 2004 to Feb 13, 2026
Apr 16, 2004 to Feb 13, 2026
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