GSK PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.86% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0480 | 18.26 | |
| 0.0470 | 16.22 | |
| 0.9180 | 406.21 | |
| 0.0326 | 5.18 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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