GSK PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.77% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0174 | 11.76 | |
| 0.1117 | 30.84 | |
| 0.9845 | 1,011.87 | |
| -0.0311 | -8.29 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities