GSK PLC EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.70% (+1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0161 | 10.77 | |
| 0.1057 | 30.51 | |
| 0.9857 | 1,057.58 | |
| -0.0319 | -8.75 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
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