GSK PLC AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:32.79% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0401 | 16.79 | |
| 0.0623 | 32.64 | |
| 0.9174 | 430.30 | |
| 0.4138 | 12.26 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
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