Diageo Plc GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.64% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0579 | 16.15 | |
| 0.0691 | 30.10 | |
| 0.9061 | 305.81 |
Estimation Period:
Apr 16, 2004 to Feb 13, 2026
Apr 16, 2004 to Feb 13, 2026
News Impact Curve
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