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V-Lab

GSK PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.13% (-2.36%)
Analysis last updated: Sunday, February 8, 2026 at 03:51 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of GSK PLC SGARCH
paramt-stat
ω0.98128.49
α0.07325.21
β0.845024.44
γ1-0.1043-3.17
γ20.20043.98
γ3-0.1693-4.01
γ40.06471.39
γ50.06571.55
γ6-0.1174-3.25
γ70.11613.06
γ8-0.0774-2.07
γ90.02800.69
γ100.02310.35
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts