BAE Systems PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:34.95% (-2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7000 | 6.23 | |
| 0.0772 | 34.49 | |
| 0.9864 | 433.38 | |
| 5.6924 | 8.81 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
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