British American Tobacco PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.32% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0437 | 15.66 | |
| 0.0305 | 15.96 | |
| 0.9283 | 477.02 | |
| 0.0503 | 10.71 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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