V-Lab: British American Tobacco PLC GARCH Volatility Analysis

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V-Lab

British American Tobacco PLC GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:17.11% (-0.26%)

Analysis last updated: Saturday, April 27, 2024 at 08:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0447	15.30
$α$	0.0625	32.58
$β$	0.9206	443.26

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts