British American Tobacco PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.66% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3437 | 6.04 | |
| 0.0476 | 32.35 | |
| 0.9913 | 647.07 | |
| 6.1145 | 6.73 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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