BAE Systems PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:37.17% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.2936 | 2.70 | |
| 0.0214 | 3.60 | |
| 0.9593 | 48.48 | |
| 3.7769 | 0.83 |
Estimation Period:
Apr 20, 2022 to Oct 17, 2025
Apr 20, 2022 to Oct 17, 2025
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