GSK PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:30.66% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9797 | 8.48 | |
| 0.0730 | 5.21 | |
| 0.8453 | 24.50 | |
| -0.1043 | -3.18 | |
| 0.2004 | 4.00 | |
| -0.1700 | -4.05 | |
| 0.0664 | 1.44 | |
| 0.0634 | 1.50 | |
| -0.1151 | -3.19 | |
| 0.1141 | 3.02 | |
| -0.0763 | -2.04 | |
| 0.0281 | 0.69 | |
| 0.0211 | 0.32 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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