GSK PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:41.52% (+2.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9803 | 8.47 | |
| 0.0720 | 5.21 | |
| 0.8475 | 24.96 | |
| -0.1059 | -3.21 | |
| 0.2026 | 4.03 | |
| -0.1703 | -4.03 | |
| 0.0648 | 1.40 | |
| 0.0660 | 1.55 | |
| -0.1180 | -3.26 | |
| 0.1172 | 3.10 | |
| -0.0799 | -2.14 | |
| 0.0340 | 0.84 | |
| 0.0029 | 0.04 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
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