Sainsbury (J) Plc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.94% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0833 | 14.90 | |
| 0.7243 | 51.87 | |
| 0.0425 | 4.87 | |
| 0.0217 | 0.55 | |
| 0.0042 | 0.67 | |
| 0.9909 | 65.71 |
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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