GSK PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.66% (-2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0564 | 8.96 | |
| 0.0737 | 5.34 | |
| 0.8476 | 25.31 | |
| -0.0733 | -2.24 | |
| 0.1518 | 3.04 | |
| -0.1405 | -3.34 | |
| 0.0490 | 1.05 | |
| 0.0684 | 1.59 | |
| -0.1115 | -3.02 | |
| 0.1096 | 2.85 | |
| -0.0794 | -2.12 | |
| 0.0483 | 1.35 | |
| -0.0397 | -1.40 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities