Sainsbury (J) Plc AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.93% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6154 | 14.66 | |
| 0.1063 | 27.05 | |
| 0.7476 | 66.52 | |
| 0.2911 | 2.80 |
Estimation Period:
Aug 12, 2010 to Feb 6, 2026
Aug 12, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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