Diageo Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.38% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0513 | 8.02 | |
| 0.0260 | 8.15 | |
| 0.9206 | 348.06 | |
| 0.0617 | 5.46 |
Estimation Period:
Apr 16, 2004 to Feb 6, 2026
Apr 16, 2004 to Feb 6, 2026
News Impact Curve
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