BAE Systems PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:32.07% (+3.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0725 | 20.33 | |
| 0.0684 | 21.56 | |
| 0.8877 | 320.71 | |
| 0.0542 | 7.65 |
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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