British American Tobacco PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.49% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0285 | 12.74 | |
| 0.8843 | 227.51 | |
| 0.0712 | 17.09 | |
| 0.0061 | 3.93 | |
| 0.0139 | 4.93 | |
| 0.9837 | 277.80 |
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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