British American Tobacco PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.45% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0285 | 12.76 | |
| 0.8850 | 228.34 | |
| 0.0706 | 17.01 | |
| 0.0061 | 3.93 | |
| 0.0138 | 4.92 | |
| 0.9838 | 279.65 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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