V-Lab
British American Tobacco PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:18.10% (-0.05%)
Analysis last updated: Saturday, May 4, 2024 at 08:35 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7316 | 8.44 | |
| 0.0662 | 6.93 | |
| 0.8751 | 46.84 | |
| -0.0158 | -0.58 | |
| 0.0442 | 1.10 | |
| -0.1103 | -4.44 | |
| 0.1507 | 4.74 | |
| -0.1140 | -3.03 | |
| 0.1055 | 3.39 | |
| -0.1021 | -3.84 | |
| 0.0506 | 2.47 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024
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