GSK PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:34.45% (+1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0464 | 13.60 | |
| 0.7757 | 42.67 | |
| 0.0678 | 11.56 | |
| 0.0061 | 1.77 | |
| 0.0148 | 2.11 | |
| 0.9825 | 125.24 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
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