BAE Systems PLC EGARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:2.23% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0933 | 0.52 | |
| -0.3817 | -0.84 | |
| 0.9085 | 66.27 | |
| 0.1838 | 0.49 |
Estimation Period:
Apr 20, 2022 to Oct 17, 2025
Apr 20, 2022 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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