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Bae Systems Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:55,043,971,877.04% (0.00%)
Analysis last updated: Saturday, February 14, 2026 at 10:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bae Systems Plc SGARCH
paramt-stat
ω7.874878,748,480.00
α0.15091,509,340.00
β0.75587,558,260.00
γ1-1.2150-12,150,180.00
γ215.7739157,739,300.00
γ3-256.1762-2,561,762,000.00
γ4769.02777,690,277,000.00
γ5-935.0303-9,350,303,000.00
γ6531.03745,310,374,000.00
γ7-123.4924-1,234,924,000.00
γ8-30.9820-309,820,400.00
γ958.4453584,452,600.00
γ10-29.1410-291,410,000.00
Estimation Period:
Jan 24, 2007 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts