Sainsbury (J) Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.37% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9140 | 9.16 | |
| 0.1119 | 5.38 | |
| 0.6155 | 8.02 | |
| 0.0976 | 2.36 | |
| -0.1890 | -2.80 | |
| 0.1579 | 2.63 | |
| -0.1547 | -2.55 | |
| 0.2418 | 3.40 |
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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