Bae Systems Plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:9,926.89% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5672 | 15,672,230.00 | |
| 0.5235 | 5,235,080.00 | |
| 0.4641 | 4,641,150.00 | |
| 0.9817 | 9,816,890.00 | |
| 7.0069 | 70,069,240.00 | |
| -180.2558 | -1,802,558,000.00 | |
| 548.9320 | 5,489,320,000.00 | |
| -677.7083 | -6,777,083,000.00 | |
| 411.2601 | 4,112,601,000.00 | |
| -122.2835 | -1,222,835,000.00 | |
| -15.6799 | -156,799,300.00 | |
| 58.3858 | 583,858,200.00 | |
| -43.8416 | -438,415,700.00 |
Estimation Period:
Jan 24, 2007 to Feb 13, 2026
Jan 24, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Bae Systems Plc Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities