Diageo Plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.27% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7986 | 6.40 | |
| 0.0738 | 6.91 | |
| 0.8850 | 64.70 | |
| 0.0107 | 0.66 | |
| -0.0412 | -1.79 | |
| 0.0619 | 3.87 | |
| -0.0447 | -3.25 |
Estimation Period:
Apr 16, 2004 to Feb 13, 2026
Apr 16, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Diageo Plc Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities