GSK PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.98% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0562 | 8.97 | |
| 0.0733 | 5.34 | |
| 0.8481 | 25.39 | |
| -0.0732 | -2.25 | |
| 0.1518 | 3.06 | |
| -0.1411 | -3.37 | |
| 0.0505 | 1.08 | |
| 0.0663 | 1.54 | |
| -0.1094 | -2.98 | |
| 0.1079 | 2.81 | |
| -0.0782 | -2.09 | |
| 0.0474 | 1.32 | |
| -0.0391 | -1.38 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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