GSK PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:25.92% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 18.19 | |
| 0.0457 | 16.26 | |
| 0.9191 | 412.69 | |
| 0.0333 | 5.36 |
Estimation Period:
Jan 1, 1990 to Feb 27, 2026
Jan 1, 1990 to Feb 27, 2026
News Impact Curve
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