GSK PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.73% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 18.19 | |
| 0.0459 | 16.26 | |
| 0.9190 | 412.49 | |
| 0.0331 | 5.32 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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