Diageo Plc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.09% (+1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3597 | 6.22 | |
| 0.0469 | 34.48 | |
| 0.9914 | 683.26 | |
| 5.3859 | 8.64 |
Estimation Period:
Apr 16, 2004 to Feb 6, 2026
Apr 16, 2004 to Feb 6, 2026
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