V-Lab
British American Tobacco PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:17.18% (-0.23%)
Analysis last updated: Saturday, April 20, 2024 at 09:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0395 | 16.94 | |
| 0.0228 | 13.37 | |
| 0.9313 | 525.28 | |
| 0.0644 | 13.55 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024
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