BAE Systems PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.42% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0656 | 18.73 | |
| 0.0963 | 34.10 | |
| 0.8859 | 315.50 | |
| 0.3406 | 15.17 |
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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