Bae Systems Plc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.32% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1529 | 1.17 | |
| 0.5999 | 1.41 | |
| -0.0321 | -0.73 | |
| 0.0139 | 0.05 | |
| 0.0425 | 0.45 | |
| 0.9553 | 17.27 |
Estimation Period:
Jan 24, 2007 to Jan 30, 2026
Jan 24, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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