V-Lab: British American Tobacco PLC AGARCH Volatility Analysis

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V-Lab

British American Tobacco PLC AGARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:16.53% (+0.30%)

Analysis last updated: Saturday, May 4, 2024 at 08:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0291	12.06
$α$	0.0599	32.76
$β$	0.9221	464.56
$γ$	0.5776	18.54

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts