BAE Systems PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:28.13% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2789 | 0.30 | |
| 0.0000 | 0.00 | |
| 0.9112 | 1.35 | |
| 0.0000 | 0.00 |
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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