V-Lab
BAE Systems PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:27.18% (-1.11%)
Analysis last updated: Saturday, May 4, 2024 at 04:05 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0741 | 19.44 | |
| 0.0689 | 21.03 | |
| 0.8829 | 299.78 | |
| 0.0630 | 8.20 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024
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