BAE Systems PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:32.48% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6850 | 6.26 | |
| 0.0774 | 34.42 | |
| 0.9862 | 430.10 | |
| 5.6821 | 8.82 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
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