J Sainsbury PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.62% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0588 | 8.60 | |
| 0.0528 | 21.89 | |
| 0.9236 | 253.40 | |
| 0.4979 | 6.34 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other J Sainsbury PLC Analyses
Other AGARCH Analyses on International Equities