Bae Systems Plc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.82% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0059 | 3.42 | |
| 0.0281 | 10.87 | |
| 0.9721 | 361.52 | |
| -0.0595 | -0.27 |
Estimation Period:
Jan 24, 2007 to Feb 13, 2026
Jan 24, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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