J Sainsbury PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.31% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0693 | 13.03 | |
| 0.7428 | 71.12 | |
| 0.0669 | 10.77 | |
| 0.0264 | 1.72 | |
| 0.0189 | 2.48 | |
| 0.9722 | 81.68 |
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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