V-Lab: British American Tobacco PLC GARCH Volatility Analysis

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V-Lab

British American Tobacco PLC GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:16.75% (-0.27%)

Analysis last updated: Thursday, April 18, 2024 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0447	15.31
$α$	0.0625	32.51
$β$	0.9206	443.04

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

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Impact of return on volatility tomorrow

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Volatility Forecasts