BAE Systems PLC GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.02% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0745 | 22.42 | |
| 0.1006 | 34.69 | |
| 0.8820 | 311.76 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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