British American Tobacco PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.90% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0439 | 15.64 | |
| 0.0305 | 15.96 | |
| 0.9280 | 474.90 | |
| 0.0507 | 10.76 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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