BAE Systems PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.04% (+1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6870 | 6.25 | |
| 0.0773 | 34.44 | |
| 0.9863 | 431.63 | |
| 5.6887 | 8.80 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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