Bae Systems Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:55,043,971,877.04% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.8748 | 78,748,480.00 | |
| 0.1509 | 1,509,340.00 | |
| 0.7558 | 7,558,260.00 | |
| -1.2150 | -12,150,180.00 | |
| 15.7739 | 157,739,300.00 | |
| -256.1762 | -2,561,762,000.00 | |
| 769.0277 | 7,690,277,000.00 | |
| -935.0303 | -9,350,303,000.00 | |
| 531.0374 | 5,310,374,000.00 | |
| -123.4924 | -1,234,924,000.00 | |
| -30.9820 | -309,820,400.00 | |
| 58.4453 | 584,452,600.00 | |
| -29.1410 | -291,410,000.00 |
Estimation Period:
Jan 24, 2007 to Feb 13, 2026
Jan 24, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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