British American Tobacco PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.57% (+1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3551 | 6.03 | |
| 0.0476 | 32.39 | |
| 0.9914 | 649.64 | |
| 6.1167 | 6.75 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
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