Bae Systems Plc EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:43.65% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0510 | 4.92 | |
| 0.0895 | 12.90 | |
| 0.9845 | 236.50 | |
| -0.0240 | -2.00 |
Estimation Period:
Jan 24, 2007 to Feb 6, 2026
Jan 24, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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