British American Tobacco PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:20.88% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7241 | 8.26 | |
| 0.0641 | 7.05 | |
| 0.8786 | 50.52 | |
| -0.0324 | -1.04 | |
| 0.0805 | 1.73 | |
| -0.1435 | -3.74 | |
| 0.1525 | 2.82 | |
| -0.0758 | -1.34 | |
| 0.0379 | 0.95 | |
| -0.0015 | -0.05 | |
| -0.0578 | -2.01 | |
| 0.0562 | 2.23 |
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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