GSK PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:28.59% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0474 | 18.20 | |
| 0.0461 | 16.21 | |
| 0.9189 | 411.89 | |
| 0.0330 | 5.28 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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