Sainsbury (J) Plc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.47% (+6.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2997 | 9.17 | |
| 0.0938 | 10.74 | |
| 0.9160 | 90.73 | |
| 4.8730 | 3.78 |
Estimation Period:
Aug 12, 2010 to Feb 13, 2026
Aug 12, 2010 to Feb 13, 2026
Other Sainsbury (J) Plc Analyses
Other GAS-GARCH Student T Analyses on International Equities