Bae Systems Plc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20,119.05% (-2,718.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 10.00 | |
| 0.1279 | 757.05 | |
| 0.9990 | 13,875.00 | |
| 2.0000 | 20,000,020.00 |
Estimation Period:
Jan 24, 2007 to Feb 6, 2026
Jan 24, 2007 to Feb 6, 2026
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