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V-Lab

GSK PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:41.52% (+2.92%)
Analysis last updated: Saturday, February 7, 2026 at 01:10 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of GSK PLC SGARCH
paramt-stat
ω0.98038.47
α0.07205.21
β0.847524.96
γ1-0.1059-3.21
γ20.20264.03
γ3-0.1703-4.03
γ40.06481.40
γ50.06601.55
γ6-0.1180-3.26
γ70.11723.10
γ8-0.0799-2.14
γ90.03400.84
γ100.00290.04
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts