V-Lab: British American Tobacco PLC MEM Volatility Analysis

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V-Lab

British American Tobacco PLC MEM Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:18.21% (-0.12%)

Analysis last updated: Saturday, April 13, 2024 at 08:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0083	16.85
$α$	0.0979	49.60
$β$	0.9021	480.61

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts