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British American Tobacco PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.94% (0.00%)
Analysis last updated: Sunday, February 8, 2026 at 03:22 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of British American Tobacco PLC S0GARCH
paramt-stat
ω0.72518.31
α0.06497.05
β0.876249.08
γ1-0.0324-1.04
γ20.08121.75
γ3-0.1449-3.77
γ40.15332.83
γ5-0.0750-1.33
γ60.03540.89
γ70.00260.09
γ8-0.0622-2.15
γ90.05912.33
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts