GSK PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.25% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0430 | 17.37 | |
| 0.0645 | 32.79 | |
| 0.9146 | 413.30 | |
| 0.3921 | 11.73 |
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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