GSK PLC EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.48% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0172 | 11.61 | |
| 0.1108 | 30.91 | |
| 0.9847 | 1,017.25 | |
| -0.0313 | -8.41 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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