British American Tobacco PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.84% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7251 | 8.30 | |
| 0.0644 | 7.04 | |
| 0.8771 | 49.53 | |
| -0.0321 | -1.03 | |
| 0.0803 | 1.73 | |
| -0.1439 | -3.75 | |
| 0.1530 | 2.82 | |
| -0.0759 | -1.35 | |
| 0.0375 | 0.95 | |
| -0.0001 | -0.00 | |
| -0.0601 | -2.08 | |
| 0.0582 | 2.28 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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