J Sainsbury PLC GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.85% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0545 | 13.80 | |
| 0.0478 | 24.11 | |
| 0.9345 | 318.29 |
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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