BAE Systems PLC AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:29.25% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0658 | 18.74 | |
| 0.0964 | 34.08 | |
| 0.8858 | 314.65 | |
| 0.3411 | 15.18 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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