British American Tobacco PLC AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.16% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0379 | 13.02 | |
| 0.0586 | 32.52 | |
| 0.9226 | 460.17 | |
| 0.4440 | 10.95 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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