J Sainsbury PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.61% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 10.01 | |
| 0.1175 | 20.69 | |
| 0.9773 | 528.28 | |
| -0.0392 | -7.42 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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