Sainsbury (J) Plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.47% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7563 | 10.91 | |
| 0.1096 | 5.91 | |
| 0.6940 | 11.76 | |
| -0.0176 | -3.53 | |
| 0.0218 | 3.50 |
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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