BAE Systems PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.87% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0659 | 18.76 | |
| 0.0964 | 34.08 | |
| 0.8857 | 314.52 | |
| 0.3403 | 15.15 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other BAE Systems PLC Analyses
Other AGARCH Analyses on International Equities