GSK PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.13% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9812 | 8.49 | |
| 0.0732 | 5.21 | |
| 0.8450 | 24.44 | |
| -0.1043 | -3.17 | |
| 0.2004 | 3.98 | |
| -0.1693 | -4.01 | |
| 0.0647 | 1.39 | |
| 0.0657 | 1.55 | |
| -0.1174 | -3.25 | |
| 0.1161 | 3.06 | |
| -0.0774 | -2.07 | |
| 0.0280 | 0.69 | |
| 0.0231 | 0.35 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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