BAE Systems PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:32.49% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0726 | 20.34 | |
| 0.0685 | 21.58 | |
| 0.8876 | 320.32 | |
| 0.0542 | 7.65 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other BAE Systems PLC Analyses
Other GJR-GARCH Analyses on International Equities