British American Tobacco PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.04% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3507 | 6.04 | |
| 0.0476 | 32.38 | |
| 0.9913 | 648.36 | |
| 6.1142 | 6.74 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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