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V-Lab

GSK PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:30.66% (-0.83%)
Analysis last updated: Thursday, February 19, 2026 at 09:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of GSK PLC SGARCH
paramt-stat
ω0.97978.48
α0.07305.21
β0.845324.50
γ1-0.1043-3.18
γ20.20044.00
γ3-0.1700-4.05
γ40.06641.44
γ50.06341.50
γ6-0.1151-3.19
γ70.11413.02
γ8-0.0763-2.04
γ90.02810.69
γ100.02110.32
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts