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V-Lab

British American Tobacco PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:20.88% (-0.62%)
Analysis last updated: Thursday, February 19, 2026 at 09:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of British American Tobacco PLC S0GARCH
paramt-stat
ω0.72418.26
α0.06417.05
β0.878650.52
γ1-0.0324-1.04
γ20.08051.73
γ3-0.1435-3.74
γ40.15252.82
γ5-0.0758-1.34
γ60.03790.95
γ7-0.0015-0.05
γ8-0.0578-2.01
γ90.05622.23
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts