GSK PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.67% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0490 | 13.97 | |
| 0.7737 | 42.68 | |
| 0.0661 | 11.37 | |
| 0.0059 | 1.80 | |
| 0.0146 | 2.15 | |
| 0.9828 | 129.45 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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