V-Lab: British American Tobacco PLC MEM Volatility Analysis

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V-Lab

British American Tobacco PLC MEM Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:17.23% (-0.46%)

Analysis last updated: Friday, April 19, 2024 at 08:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0083	16.85
$α$	0.0979	49.60
$β$	0.9021	480.61

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts