Sainsbury (J) Plc GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.23% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6199 | 15.14 | |
| 0.1060 | 26.04 | |
| 0.7493 | 65.91 |
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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