BAE Systems PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.85% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0725 | 20.34 | |
| 0.0685 | 21.58 | |
| 0.8877 | 320.58 | |
| 0.0541 | 7.64 |
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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