V-Lab
V-Lab

British American Tobacco PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:23.37% (-0.10%)

Analysis last updated: Thursday, March 28, 2024 at 07:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of British American Tobacco PLC SGARCH
paramt-stat
ω0.65587.64
α0.06676.88
β0.871143.89
γ1-0.0876-2.14
γ20.16532.70
γ3-0.1450-2.89
γ40.02300.50
γ50.13123.19
γ6-0.1477-2.74
γ70.09141.81
γ80.02310.52
γ9-0.1539-3.00
γ100.20992.16
Estimation Period:
Jan 1, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts