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Bae Systems Plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:9,926.89% (+0.05%)
Analysis last updated: Saturday, February 14, 2026 at 10:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bae Systems Plc S0GARCH
paramt-stat
ω1.567215,672,230.00
α0.52355,235,080.00
β0.46414,641,150.00
γ10.98179,816,890.00
γ27.006970,069,240.00
γ3-180.2558-1,802,558,000.00
γ4548.93205,489,320,000.00
γ5-677.7083-6,777,083,000.00
γ6411.26014,112,601,000.00
γ7-122.2835-1,222,835,000.00
γ8-15.6799-156,799,300.00
γ958.3858583,858,200.00
γ10-43.8416-438,415,700.00
Estimation Period:
Jan 24, 2007 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts