Diageo Plc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.48% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 3.50 | |
| 0.1145 | 26.25 | |
| 0.9796 | 355.84 | |
| -0.0484 | -9.32 |
Estimation Period:
Apr 16, 2004 to Feb 6, 2026
Apr 16, 2004 to Feb 6, 2026
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