V-Lab
British American Tobacco PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:17.14% (-0.20%)
Analysis last updated: Thursday, May 16, 2024 at 08:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0195 | 11.83 | |
| 0.8875 | 253.29 | |
| 0.0892 | 26.47 | |
| 0.0063 | 3.93 | |
| 0.0162 | 5.27 | |
| 0.9813 | 256.21 |
Estimation Period:
Jan 1, 1990 to May 10, 2024
Jan 1, 1990 to May 10, 2024
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