BAE Systems PLC EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:32.02% (+2.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0377 | 19.06 | |
| 0.1964 | 37.25 | |
| 0.9758 | 847.05 | |
| -0.0376 | -8.41 |
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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