J Sainsbury PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.46% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0689 | 13.02 | |
| 0.7431 | 71.19 | |
| 0.0670 | 10.82 | |
| 0.0264 | 1.72 | |
| 0.0189 | 2.47 | |
| 0.9722 | 81.43 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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