BAE Systems PLC MEM Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:32.04% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0700 | 10.84 | |
| 0.1733 | 48.93 | |
| 0.8098 | 285.04 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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