British American Tobacco PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.94% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7251 | 8.31 | |
| 0.0649 | 7.05 | |
| 0.8762 | 49.08 | |
| -0.0324 | -1.04 | |
| 0.0812 | 1.75 | |
| -0.1449 | -3.77 | |
| 0.1533 | 2.83 | |
| -0.0750 | -1.33 | |
| 0.0354 | 0.89 | |
| 0.0026 | 0.09 | |
| -0.0622 | -2.15 | |
| 0.0591 | 2.33 |
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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