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	param	t-stat
$ω$	0.6856	8.24
$α$	0.0641	6.85
$β$	0.8732	46.02
$γ_{1}$	-0.0518	-1.72
$γ_{2}$	0.1132	2.52
$γ_{3}$	-0.1688	-4.46
$γ_{4}$	0.1747	3.26
$γ_{5}$	-0.0922	-1.66
$γ_{6}$	0.0446	1.15
$γ_{7}$	0.0054	0.19
$γ_{8}$	-0.0824	-2.31
$γ_{9}$	0.1161	1.91

V-Lab

British American Tobacco PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:22.11% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other British American Tobacco PLC Analyses