GSK PLC GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:38.26% (+3.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0440 | 19.49 | |
| 0.0596 | 30.79 | |
| 0.9225 | 422.79 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
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