BAE Systems PLC GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.07% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0744 | 22.42 | |
| 0.1005 | 34.69 | |
| 0.8821 | 312.02 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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