Sainsbury (J) Plc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.66% (+5.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1974 | 12.82 | |
| 0.2095 | 29.09 | |
| 0.8682 | 83.35 | |
| -0.0162 | -2.33 |
Estimation Period:
Aug 12, 2010 to Feb 13, 2026
Aug 12, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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