GSK PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:26.18% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0172 | 11.60 | |
| 0.1107 | 31.00 | |
| 0.9847 | 1,017.27 | |
| -0.0313 | -8.45 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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