GSK PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:24.12% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0560 | 8.98 | |
| 0.0733 | 5.33 | |
| 0.8478 | 25.33 | |
| -0.0732 | -2.25 | |
| 0.1517 | 3.06 | |
| -0.1410 | -3.37 | |
| 0.0505 | 1.08 | |
| 0.0664 | 1.54 | |
| -0.1094 | -2.98 | |
| 0.1079 | 2.81 | |
| -0.0781 | -2.09 | |
| 0.0471 | 1.32 | |
| -0.0387 | -1.37 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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