J Sainsbury PLC GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.14% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0544 | 13.79 | |
| 0.0479 | 24.11 | |
| 0.9344 | 318.06 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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