V-Lab
British American Tobacco PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:18.01% (-0.06%)
Analysis last updated: Saturday, May 4, 2024 at 08:35 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7054 | 8.30 | |
| 0.0661 | 6.88 | |
| 0.8741 | 45.90 | |
| -0.0259 | -0.96 | |
| 0.0605 | 1.52 | |
| -0.1219 | -4.90 | |
| 0.1607 | 4.98 | |
| -0.1223 | -3.21 | |
| 0.1115 | 3.51 | |
| -0.1053 | -3.66 | |
| 0.0506 | 0.95 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024
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