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British American Tobacco PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.84% (+0.20%)
Analysis last updated: Saturday, February 7, 2026 at 12:51 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of British American Tobacco PLC S0GARCH
paramt-stat
ω0.72518.30
α0.06447.04
β0.877149.53
γ1-0.0321-1.03
γ20.08031.73
γ3-0.1439-3.75
γ40.15302.82
γ5-0.0759-1.35
γ60.03750.95
γ7-0.0001-0.00
γ8-0.0601-2.08
γ90.05822.28
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts