Sainsbury (J) Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:31.51% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5826 | 14.08 | |
| 0.0850 | 9.99 | |
| 0.7627 | 65.94 | |
| 0.0332 | 1.74 |
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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